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 10th, 2025:20.33% (+1.42%)

Analysis last updated: Friday, March 7, 2025 at 11:52 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0236	8.93
$β$	0.7746	57.31
$γ$	0.1181	21.41
$λ_{1}$	0.0076	1.97
$λ_{2}$	0.0231	2.54
$λ_{3}$	0.9730	100.16

Estimation Period:
Jan 2, 1990 to Mar 7, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts