V-Lab: McDonald's Corp MF2-GARCH Volatility Analysis

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V-Lab

McDonald's Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, May 7th, 2024:15.85% (-0.36%)

Analysis last updated: Monday, May 6, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0228	8.40
$β$	0.7649	54.03
$γ$	0.1255	21.78
$λ_{1}$	0.0085	1.88
$λ_{2}$	0.0259	2.51
$λ_{3}$	0.9697	89.27

Estimation Period:
Jan 2, 1990 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts