V-Lab: McDonald's Corp GJR-GARCH Volatility Analysis

V-Lab

McDonald's Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, June 20th, 2025:19.19% (-0.01%)

Analysis last updated: Wednesday, June 18, 2025 at 11:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0217	9.73
$α$	0.0279	17.40
$β$	0.9396	554.99
$γ$	0.0485	9.20

Estimation Period:
Jan 2, 1990 to Jun 18, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts