McDonald's Corp AGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 5th, 2025:16.95% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0170 | 6.68 | |
| 0.0544 | 36.62 | |
| 0.9336 | 522.42 | |
| 0.4445 | 14.57 |
Estimation Period:
Jan 2, 1990 to Oct 31, 2025
Jan 2, 1990 to Oct 31, 2025
News Impact Curve
Volatility Forecasts
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