McCormick & Co Inc/MD MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.15% (-2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 41 | ||
| 0.0539 | 14.54 | |
| 0.7237 | 76.53 | |
| 0.1097 | 15.62 | |
| 0.0078 | 1.82 | |
| 0.0162 | 3.02 | |
| 0.9804 | 149.43 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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