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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	2.5562	4.11***
α ARCH Response to squared shocks	0.0525	45.46***
β GARCH Volatility persistence	0.9950	820.32***
ν DF Student-t tail thickness	5.6575	10.17***

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McDonald's Corp GAS-GARCH Student T Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other McDonald's Corp Analyses