V-Lab: McDonald's Corp Zero Slope Spline-GARCH Volatility Analysis

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McDonald's Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, November 3rd, 2025:16.40% (+0.42%)

Analysis last updated: Friday, October 31, 2025 at 11:22 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3544	9.13
$α$	0.0526	6.51
$β$	0.9160	70.82
$γ_{1}$	0.0310	3.88
$γ_{2}$	-0.0583	-4.58
$γ_{3}$	0.0411	3.85
$γ_{4}$	-0.0109	-1.05
$γ_{5}$	-0.0053	-0.70

Estimation Period:
Jan 2, 1990 to Oct 31, 2025

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Volatility Forecasts

Volatility Forecasts