McCormick & Co Inc/MD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.34% (-1.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1505 | 5.58 | |
| 0.0567 | 40.38 | |
| 0.9882 | 541.50 | |
| 3.5519 | 20.68 |
Estimation Period:
Sep 2, 1996 to Feb 13, 2026
Sep 2, 1996 to Feb 13, 2026
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