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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0275	23.67***
α ARCH Response to squared shocks	0.1716	72.32***
β GARCH Volatility persistence	0.8195	316.17***
γ leverage Additional response to negative shocks	0.0998	18.71***
δ power Transformation power	0.6803	16.02***

V-Lab

McDonald's Corp Asy. Power MEM Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other McDonald's Corp Analyses