McDonald's Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, March 12th, 2026:17.23% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 9.75 | |
| 0.0277 | 17.41 | |
| 0.9398 | 559.09 | |
| 0.0481 | 9.22 |
Estimation Period:
Jan 2, 1990 to Mar 6, 2026
Jan 2, 1990 to Mar 6, 2026
News Impact Curve
Volatility Forecasts
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