McDonald's Corp EGARCH Volatility Analysis
Volatility Prediction for Monday, November 17th, 2025:18.31% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 6.83 | |
| 0.1227 | 33.89 | |
| 0.9842 | 639.10 | |
| -0.0411 | -12.36 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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