McCormick & Co Inc/MD EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
27.70%
decreased by 0.40%
1 Week
27.79%
decreased by 0.31%
1 Month
28.11%
increased by 0.01%
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 | |
|---|---|---|
| 0.0188 | 11.51 | |
| 0.1010 | 32.95 | |
| 0.9859 | 1,180.77 | |
| -0.0519 | -17.51 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
Other EGARCH Analyses on Equities