McDonald's Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, May 13th, 2026
1 Day
23.57%
decreased by 0.62%
1 Week
23.60%
decreased by 0.59%
1 Month
23.72%
decreased by 0.47%
Analysis last updated: Tuesday, May 12, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 9.76 | |
| 0.0276 | 17.40 | |
| 0.9403 | 564.05 | |
| 0.0476 | 9.17 |
Estimation Period:
Jan 2, 1990 to May 8, 2026
Jan 2, 1990 to May 8, 2026
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