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

Skip to main content

V-Lab

McDonald's Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:17.15% (+0.57%)

Analysis last updated: Saturday, December 13, 2025 at 01:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0252	9.42
$β$	0.7734	56.44
$γ$	0.1150	21.12
$λ_{1}$	0.0082	1.99
$λ_{2}$	0.0241	2.58
$λ_{3}$	0.9716	97.03

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts