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

V-Lab

McDonald's Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, June 30th, 2025:18.68% (+1.16%)

Analysis last updated: Friday, June 27, 2025 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3576	9.15
$α$	0.0530	6.49
$β$	0.9153	69.81
$γ_{1}$	0.0319	3.91
$γ_{2}$	-0.0594	-4.56
$γ_{3}$	0.0403	3.74
$γ_{4}$	-0.0085	-0.82
$γ_{5}$	-0.0073	-0.98

Estimation Period:
Jan 2, 1990 to Jun 27, 2025

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Volatility Forecasts

Volatility Forecasts