McDonald's Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 24th, 2026
1 Day
23.11%
decreased by 0.55%
1 Week
23.15%
decreased by 0.51%
1 Month
23.29%
decreased by 0.37%
Analysis last updated: Tuesday, June 23, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 9.81 | |
| 0.0277 | 17.42 | |
| 0.9404 | 565.15 | |
| 0.0470 | 9.09 |
Estimation Period:
Jan 2, 1990 to Jun 18, 2026
Jan 2, 1990 to Jun 18, 2026
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