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 Monday, March 24th, 2025:20.96% (-0.66%)

Analysis last updated: Friday, March 21, 2025 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0245	9.15
$β$	0.7719	56.60
$γ$	0.1179	21.36
$λ_{1}$	0.0077	1.96
$λ_{2}$	0.0233	2.54
$λ_{3}$	0.9728	99.67

Estimation Period:
Jan 2, 1990 to Mar 21, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts