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 Wednesday, February 5th, 2025:15.97% (-0.31%)

Analysis last updated: Tuesday, February 4, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	41
$α$	0.0224	9.20
$β$	0.8053	74.58
$γ$	0.1101	21.73
$λ_{1}$	0.0096	2.35
$λ_{2}$	0.0286	2.59
$λ_{3}$	0.9665	81.15

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

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts