V-Lab: McDonald's Corp Asy. MEM Volatility Analysis

V-Lab

McDonald's Corp Asy. MEM Volatility Analysis

Volatility Prediction for Wednesday, July 9th, 2025:16.85% (-0.75%)

Analysis last updated: Tuesday, July 8, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0315	25.14
$α$	0.1278	41.87
$β$	0.8352	361.27
$γ$	0.0513	8.75

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts