V-Lab
McDonald's Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, May 8th, 2024:15.74% (-0.03%)
Analysis last updated: Tuesday, May 7, 2024 at 09:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 8.59 | |
| 0.0266 | 16.69 | |
| 0.9395 | 544.02 | |
| 0.0530 | 9.33 |
Estimation Period:
Jan 2, 1990 to May 3, 2024
Jan 2, 1990 to May 3, 2024
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