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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.0234	9.02***
β GARCH Volatility persistence	0.7772	57.09***
γ leverage Additional response to negative shocks	0.1139	21.38***
λ₁ tau intercept Baseline long-term coefficient	0.0083	1.98**
λ₂ forecast adj. Forecast performance sensitivity	0.0241	2.52**
λ₃ tau persistence Long-term factor persistence	0.9716	94.74***

V-Lab

McDonald's Corp MF2-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other McDonald's Corp Analyses