V-Lab
McDonald's Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 7th, 2024:13.63% (-0.24%)
Analysis last updated: Friday, October 4, 2024 at 09:51 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 8.61 | |
| 0.0264 | 16.70 | |
| 0.9390 | 540.57 | |
| 0.0543 | 9.53 |
Estimation Period:
Jan 2, 1990 to Oct 4, 2024
Jan 2, 1990 to Oct 4, 2024
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