McCormick & Co Inc/MD EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.63% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0184 | 11.19 | |
| 0.0996 | 32.86 | |
| 0.9865 | 1,197.24 | |
| -0.0522 | -17.56 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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