McDonald's Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 18th, 2025:18.28% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 9.69 | |
| 0.0278 | 17.41 | |
| 0.9395 | 554.95 | |
| 0.0486 | 9.25 |
Estimation Period:
Jan 2, 1990 to Nov 14, 2025
Jan 2, 1990 to Nov 14, 2025
News Impact Curve
Volatility Forecasts
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