V-Lab
McDonald's Corp EGARCH Volatility Analysis
Volatility Prediction for Friday, October 11th, 2024:12.70% (-0.45%)
Analysis last updated: Thursday, October 10, 2024 at 09:52 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0170 | 6.15 | |
| 0.1248 | 34.14 | |
| 0.9842 | 587.23 | |
| -0.0455 | -13.31 |
Estimation Period:
Jan 2, 1990 to Oct 4, 2024
Jan 2, 1990 to Oct 4, 2024
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