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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0164	6.81***
α ARCH Response to squared shocks	0.1207	33.80***
β GARCH Volatility persistence	0.9845	653.27***
γ leverage Additional response to negative shocks	-0.0402	-12.20***

V-Lab

McDonald's Corp EGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other McDonald's Corp Analyses