McDonald's Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.18% (+0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0215 | 9.68 | |
| 0.0278 | 17.41 | |
| 0.9396 | 556.31 | |
| 0.0485 | 9.24 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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