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

V-Lab

McDonald's Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, August 28th, 2025:15.38% (-0.14%)

Analysis last updated: Wednesday, August 27, 2025 at 09:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0217	9.71
$α$	0.0277	17.34
$β$	0.9396	555.97
$γ$	0.0488	9.29

Estimation Period:
Jan 2, 1990 to Aug 22, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts