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, September 18th, 2025:15.27% (-0.23%)

Analysis last updated: Wednesday, September 17, 2025 at 09:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5681	4.09
$α$	0.0536	45.71
$β$	0.9950	808.30
$ν$	5.6066	10.45

Estimation Period:
Jan 2, 1990 to Sep 12, 2025