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

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V-Lab

McDonald's Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 23rd, 2024:19.03% (-0.64%)

Analysis last updated: Saturday, December 21, 2024 at 12:02 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0227	9.28
$β$	0.8039	74.26
$γ$	0.1109	21.77
$λ_{1}$	0.0097	2.35
$λ_{2}$	0.0287	2.60
$λ_{3}$	0.9664	81.11

Estimation Period:
Jan 2, 1990 to Dec 20, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts