V-Lab: McDonald's Corp GJR-GARCH Volatility Analysis

V-Lab

McDonald's Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:19.15% (-0.44%)

Analysis last updated: Thursday, July 3, 2025 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0217	9.74
$α$	0.0278	17.38
$β$	0.9396	555.67
$γ$	0.0485	9.22

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts