McDonald's Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, May 18th, 2026
1 Day
21.90%
decreased by 0.51%
1 Week
21.96%
decreased by 0.45%
1 Month
22.19%
decreased by 0.22%
Analysis last updated: Friday, May 15, 2026 at 10:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0213 | 9.79 | |
| 0.0277 | 17.43 | |
| 0.9404 | 564.81 | |
| 0.0470 | 9.10 |
Estimation Period:
Jan 2, 1990 to May 15, 2026
Jan 2, 1990 to May 15, 2026
Other McDonald's Corp Analyses
Other GJR-GARCH Analyses on Equities