McKesson Corp EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
29.74%
decreased by 0.30%
1 Week
29.94%
decreased by 0.10%
1 Month
30.71%
increased by 0.67%
Analysis last updated: Saturday, June 13, 2026 at 12:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 2.80 | |
| 0.0633 | 17.62 | |
| 0.9919 | 507.34 | |
| -0.0499 | -13.87 |
Estimation Period:
Nov 11, 1994 to Jun 12, 2026
Nov 11, 1994 to Jun 12, 2026
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