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

V-Lab

McDonald's Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:19.10% (-0.73%)

Analysis last updated: Thursday, July 3, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0252	9.45
$β$	0.7765	57.59
$γ$	0.1142	21.04
$λ_{1}$	0.0076	2.01
$λ_{2}$	0.0230	2.56
$λ_{3}$	0.9731	101.43

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts