McCormick & Co Inc/MD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.07% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7947 | 4.52 | |
| 0.0598 | 39.42 | |
| 0.9911 | 517.55 | |
| 4.5886 | 12.24 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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