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

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McDonald's Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, October 13th, 2025:15.76% (-0.31%)

Analysis last updated: Saturday, October 11, 2025 at 12:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0254	9.43
$β$	0.7720	55.54
$γ$	0.1151	20.97
$λ_{1}$	0.0083	1.97
$λ_{2}$	0.0244	2.54
$λ_{3}$	0.9713	94.46

Estimation Period:
Jan 2, 1990 to Oct 10, 2025

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