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

V-Lab

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V-Lab

McDonald's Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:14.24% (+0.05%)

Analysis last updated: Friday, April 26, 2024 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3746	9.08
$α$	0.0521	6.20
$β$	0.9178	68.48
$γ_{1}$	0.0355	3.97
$γ_{2}$	-0.0634	-4.46
$γ_{3}$	0.0371	3.30
$γ_{4}$	0.0013	0.11
$γ_{5}$	-0.0283	-1.52

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

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Volatility Forecasts

Volatility Forecasts