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

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McDonald's Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, November 24th, 2025:15.64% (+0.25%)

Analysis last updated: Saturday, November 22, 2025 at 12:30 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	26
$α$	0.0253	9.42
$β$	0.7724	56.17
$γ$	0.1154	21.12
$λ_{1}$	0.0082	1.98
$λ_{2}$	0.0242	2.57
$λ_{3}$	0.9715	96.62

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

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