McDonald's Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, November 12th, 2025:19.76% (+0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0216 | 9.71 | |
| 0.0279 | 17.42 | |
| 0.9395 | 554.27 | |
| 0.0486 | 9.23 |
Estimation Period:
Jan 2, 1990 to Nov 7, 2025
Jan 2, 1990 to Nov 7, 2025
News Impact Curve
Volatility Forecasts
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