McCormick & Co Inc/MD GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
28.00%
increased by 1.45%
1 Week
27.97%
increased by 1.42%
1 Month
27.88%
increased by 1.33%
Analysis last updated: Tuesday, June 9, 2026 at 09:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.8009 | 4.53 | |
| 0.0596 | 39.72 | |
| 0.9912 | 523.63 | |
| 4.6114 | 12.23 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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