V-Lab: McDonald's Corp GJR-GARCH Volatility Analysis

V-Lab

McDonald's Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:17.21% (+0.01%)

Analysis last updated: Friday, July 25, 2025 at 10:55 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0217	9.75
$α$	0.0279	17.40
$β$	0.9396	554.96
$γ$	0.0485	9.23

Estimation Period:
Jan 2, 1990 to Jul 25, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts