McDonald's Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:16.41% (-0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 9.74 | |
| 0.0278 | 17.42 | |
| 0.9397 | 557.02 | |
| 0.0483 | 9.23 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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