McDonald's Corp EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
19.24%
decreased by 0.85%
1 Week
19.44%
decreased by 0.65%
1 Month
20.19%
increased by 0.10%
Analysis last updated: Saturday, June 13, 2026 at 12:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0164 | 6.84 | |
| 0.1211 | 33.75 | |
| 0.9845 | 654.14 | |
| -0.0398 | -12.04 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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