V-Lab
McDonald's Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, March 11th, 2025:20.73% (+0.28%)
Analysis last updated: Tuesday, March 11, 2025 at 02:31 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 9.39 | |
| 0.0268 | 17.12 | |
| 0.9403 | 556.08 | |
| 0.0497 | 9.31 |
Estimation Period:
Jan 2, 1990 to Mar 7, 2025
Jan 2, 1990 to Mar 7, 2025
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