McDonald's Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 13th, 2025:15.92% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 9.65 | |
| 0.0278 | 17.39 | |
| 0.9397 | 555.68 | |
| 0.0484 | 9.20 |
Estimation Period:
Jan 2, 1990 to Oct 10, 2025
Jan 2, 1990 to Oct 10, 2025
News Impact Curve
Volatility Forecasts
Other McDonald's Corp Analyses
Other GJR-GARCH Analyses on Equities