V-Lab: McDonald's Corp MF2-GARCH Volatility Analysis

V-Lab

McDonald's Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 28th, 2025:18.23% (-0.27%)

Analysis last updated: Friday, July 25, 2025 at 10:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0251	9.43
$β$	0.7760	57.32
$γ$	0.1143	21.04
$λ_{1}$	0.0078	2.00
$λ_{2}$	0.0232	2.56
$λ_{3}$	0.9728	100.10

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

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Volatility Forecasts

Volatility Forecasts