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

V-Lab

McDonald's Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, September 22nd, 2025:17.46% (-0.85%)

Analysis last updated: Friday, September 19, 2025 at 11:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0251	9.38
$β$	0.7737	56.45
$γ$	0.1154	21.10
$λ_{1}$	0.0080	1.99
$λ_{2}$	0.0239	2.55
$λ_{3}$	0.9720	97.01

Estimation Period:
Jan 2, 1990 to Sep 19, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts