McDonald's Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 20th, 2025:15.30% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 9.64 | |
| 0.0278 | 17.39 | |
| 0.9397 | 555.69 | |
| 0.0484 | 9.20 |
Estimation Period:
Jan 2, 1990 to Oct 17, 2025
Jan 2, 1990 to Oct 17, 2025
News Impact Curve
Volatility Forecasts
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