V-Lab
McDonald's Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 30th, 2024:16.80% (-0.27%)
Analysis last updated: Friday, December 27, 2024 at 11:34 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 9.23 | |
| 0.0268 | 16.96 | |
| 0.9399 | 549.63 | |
| 0.0505 | 9.34 |
Estimation Period:
Jan 2, 1990 to Dec 27, 2024
Jan 2, 1990 to Dec 27, 2024
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