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

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McDonald's Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 4th, 2025:17.27% (-0.42%)

Analysis last updated: Monday, November 3, 2025 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0253	9.39
$β$	0.7715	55.39
$γ$	0.1154	21.01
$λ_{1}$	0.0083	1.96
$λ_{2}$	0.0245	2.54
$λ_{3}$	0.9712	94.10

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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