McDonald's Corp EGARCH Volatility Analysis
Volatility Prediction for Thursday, October 16th, 2025:16.16% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 6.82 | |
| 0.1226 | 33.82 | |
| 0.9843 | 639.13 | |
| -0.0409 | -12.29 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
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