V-Lab: McDonald's Corp GAS-GARCH Student T Volatility Analysis

V-Lab

McDonald's Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:19.70% (+1.56%)

Analysis last updated: Friday, June 27, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6057	4.09
$α$	0.0536	46.08
$β$	0.9951	821.70
$ν$	5.6035	10.57

Estimation Period:
Jan 2, 1990 to Jun 27, 2025