McCormick & Co Inc/MD AGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
22.04%
decreased by 0.44%
1 Week
22.29%
decreased by 0.19%
1 Month
23.09%
increased by 0.61%
Analysis last updated: Saturday, June 13, 2026 at 12:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0377 | 10.84 | |
| 0.0758 | 42.16 | |
| 0.8974 | 430.20 | |
| 0.6896 | 17.28 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other AGARCH Analyses on Equities