McCormick & Co Inc/MD GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
25.94%
decreased by 0.14%
1 Week
25.97%
decreased by 0.11%
1 Month
26.07%
decreased by 0.01%
Analysis last updated: Tuesday, June 9, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0346 | 18.33 | |
| 0.0254 | 16.82 | |
| 0.9345 | 541.71 | |
| 0.0565 | 14.86 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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