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 Monday, July 28th, 2025:18.15% (+0.71%)

Analysis last updated: Friday, July 25, 2025 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.5910	4.10
$α$	0.0535	45.98
$β$	0.9951	819.66
$ν$	5.6130	10.49

Estimation Period:
Jan 2, 1990 to Jul 25, 2025