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

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V-Lab

McDonald's Corp GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:16.00% (+0.11%)

Analysis last updated: Saturday, December 21, 2024 at 12:01 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.6160	4.11
$α$	0.0538	46.40
$β$	0.9952	846.25
$ν$	6	10.65

Estimation Period:
Jan 2, 1990 to Dec 20, 2024