V-Lab: McDonald's Corp AGARCH Volatility Analysis

V-Lab

McDonald's Corp AGARCH Volatility Analysis

Volatility Prediction for Tuesday, July 1st, 2025:19.71% (-0.55%)

Analysis last updated: Monday, June 30, 2025 at 09:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0171	6.71
$α$	0.0545	36.54
$β$	0.9335	522.98
$γ$	0.4477	14.67

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts