McDonald's Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 9th, 2025:20.03% (-0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 9.72 | |
| 0.0278 | 17.43 | |
| 0.9395 | 555.26 | |
| 0.0487 | 9.25 |
Estimation Period:
Jan 2, 1990 to Dec 5, 2025
Jan 2, 1990 to Dec 5, 2025
News Impact Curve
Volatility Forecasts
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