McDonald's Corp EGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:20.47% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 6.84 | |
| 0.1228 | 33.87 | |
| 0.9842 | 639.10 | |
| -0.0410 | -12.33 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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