V-Lab
McDonald's Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 5th, 2025:16.70% (-0.35%)
Analysis last updated: Tuesday, February 4, 2025 at 10:44 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0212 | 9.20 | |
| 0.0266 | 16.91 | |
| 0.9402 | 553.05 | |
| 0.0504 | 9.35 |
Estimation Period:
Jan 2, 1990 to Jan 31, 2025
Jan 2, 1990 to Jan 31, 2025
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