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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.0213	9.80***
α ARCH Response to squared shocks	0.0273	17.36***
β GARCH Volatility persistence	0.9405	567.95***
γ leverage Additional response to negative shocks	0.0475	9.21***

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McDonald's Corp GJR-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other McDonald's Corp Analyses