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

V-Lab

McDonald's Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 2nd, 2025:19.60% (-0.31%)

Analysis last updated: Saturday, May 31, 2025 at 03:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0251	9.36
$β$	0.7737	56.67
$γ$	0.1154	21.05
$λ_{1}$	0.0078	1.98
$λ_{2}$	0.0233	2.55
$λ_{3}$	0.9727	99.40

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts