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

V-Lab

McDonald's Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:20.90% (-0.36%)

Analysis last updated: Friday, June 27, 2025 at 11:06 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0252	9.47
$β$	0.7765	57.64
$γ$	0.1142	21.04
$λ_{1}$	0.0076	2.01
$λ_{2}$	0.0229	2.56
$λ_{3}$	0.9732	101.74

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts