McCormick & Co Inc/MD GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
24.63%
decreased by 0.58%
1 Week
24.66%
decreased by 0.55%
1 Month
24.78%
decreased by 0.43%
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 | |
|---|---|---|
| 0.0348 | 17.76 | |
| 0.0530 | 32.20 | |
| 0.9338 | 478.88 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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