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 2nd, 2025:17.61% (-0.30%)

Analysis last updated: Saturday, May 31, 2025 at 03:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6037	4.09
$α$	0.0536	46.16
$β$	0.9951	824.43
$ν$	5.5948	10.62

Estimation Period:
Jan 2, 1990 to May 30, 2025