McDonald's Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, January 20th, 2026:16.41% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 9.69 | |
| 0.0278 | 17.40 | |
| 0.9396 | 556.65 | |
| 0.0484 | 9.24 |
Estimation Period:
Jan 2, 1990 to Jan 16, 2026
Jan 2, 1990 to Jan 16, 2026
News Impact Curve
Volatility Forecasts
Other McDonald's Corp Analyses
Other GJR-GARCH Analyses on Equities