McCormick & Co Inc/MD GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.80% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0668 | 16.01 | |
| 0.0401 | 9.01 | |
| 0.9150 | 257.33 | |
| 0.0437 | 5.93 |
Estimation Period:
Sep 2, 1996 to Feb 6, 2026
Sep 2, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other McCormick & Co Inc/MD Analyses
Other GJR-GARCH Analyses on Equities