McDonald's Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, April 1st, 2026
1 Day
19.78%
decreased by 0.38%
1 Week
19.88%
decreased by 0.28%
1 Month
20.28%
increased by 0.12%
Analysis last updated: Tuesday, March 31, 2026 at 10:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0214 | 9.77 | |
| 0.0277 | 17.41 | |
| 0.9401 | 561.91 | |
| 0.0478 | 9.19 |
Estimation Period:
Jan 2, 1990 to Mar 27, 2026
Jan 2, 1990 to Mar 27, 2026
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