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 Wednesday, August 6th, 2025:18.71% (+1.32%)

Analysis last updated: Tuesday, August 5, 2025 at 10:01 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5877	4.10
$α$	0.0535	45.96
$β$	0.9951	819.66
$ν$	5.6176	10.47

Estimation Period:
Jan 2, 1990 to Aug 1, 2025