McDonald's Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:15.96% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 6.79 | |
| 0.1221 | 33.91 | |
| 0.9843 | 641.66 | |
| -0.0409 | -12.32 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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