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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	26
α ARCH Response to squared shocks	0.0239	9.17***
β GARCH Volatility persistence	0.7767	57.14***
γ leverage Additional response to negative shocks	0.1141	21.35***
λ₁ tau intercept Baseline long-term coefficient	0.0084	1.99**
λ₂ forecast adj. Forecast performance sensitivity	0.0242	2.54**
λ₃ tau persistence Long-term factor persistence	0.9715	95.00***

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McDonald's Corp MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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