V-Lab: McDonald's Corp Asy. Power MEM Volatility Analysis

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V-Lab

McDonald's Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:18.23% (+1.78%)

Analysis last updated: Friday, April 26, 2024 at 09:31 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0265	22.89
$α$	0.1728	69.41
$β$	0.8183	302.18
$γ$	0.1020	18.45
$δ$	0.6187	14.21

Estimation Period:
Jan 2, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts