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

V-Lab

McDonald's Corp Asy. Power MEM Volatility Analysis

Volatility Prediction for Wednesday, July 2nd, 2025:19.29% (+1.30%)

Analysis last updated: Tuesday, July 1, 2025 at 09:42 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0279	23.62
$α$	0.1741	71.58
$β$	0.8166	306.98
$γ$	0.1009	18.66
$δ$	0.6528	15.29

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts