V-Lab: McDonald's Corp GAS-GARCH Student T Volatility Analysis

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V-Lab

McDonald's Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:15.03% (+0.31%)

Analysis last updated: Friday, April 26, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6722	4.20
$α$	0.0533	48.45
$β$	0.9955	936.53
$ν$	6	11.12

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