McDonald's Corp GJR-GARCH Volatility Analysis
Volatility prediction for Friday, April 17th, 2026
1 Day
18.21%
decreased by 0.41%
1 Week
18.35%
decreased by 0.27%
1 Month
18.88%
increased by 0.26%
Analysis last updated: Thursday, April 16, 2026 at 09:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 9.78 | |
| 0.0277 | 17.42 | |
| 0.9402 | 562.64 | |
| 0.0475 | 9.15 |
Estimation Period:
Jan 2, 1990 to Apr 10, 2026
Jan 2, 1990 to Apr 10, 2026
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