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 Thursday, August 28th, 2025:15.11% (-0.30%)

Analysis last updated: Wednesday, August 27, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5782	4.09
$α$	0.0534	45.90
$β$	0.9951	816.95
$ν$	5.6120	10.47

Estimation Period:
Jan 2, 1990 to Aug 22, 2025