McKesson Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
29.98%
decreased by 0.31%
1 Week
30.02%
decreased by 0.27%
1 Month
30.17%
decreased by 0.12%
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 | |
|---|---|---|
| 0.0219 | 6.50 | |
| 0.0034 | 2.43 | |
| 0.9715 | 828.95 | |
| 0.0407 | 14.35 |
Estimation Period:
Nov 11, 1994 to Jun 12, 2026
Nov 11, 1994 to Jun 12, 2026
Other GJR-GARCH Analyses on Equities