McCormick & Co Inc/MD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.70% (-1.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7854 | 4.52 | |
| 0.0596 | 39.35 | |
| 0.9911 | 516.74 | |
| 4.5900 | 12.19 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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