McDonald's Corp EGARCH Volatility Analysis
Volatility Prediction for Wednesday, January 14th, 2026:18.70% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 6.81 | |
| 0.1222 | 33.89 | |
| 0.9843 | 641.65 | |
| -0.0409 | -12.34 |
Estimation Period:
Jan 2, 1990 to Jan 9, 2026
Jan 2, 1990 to Jan 9, 2026
News Impact Curve
Volatility Forecasts
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