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 24th, 2025:17.93% (+0.69%)

Analysis last updated: Saturday, November 22, 2025 at 12:29 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3568	9.17
$α$	0.0527	6.52
$β$	0.9157	70.66
$γ_{1}$	0.0309	3.90
$γ_{2}$	-0.0582	-4.60
$γ_{3}$	0.0411	3.87
$γ_{4}$	-0.0109	-1.05
$γ_{5}$	-0.0053	-0.72

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

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Volatility Forecasts

Volatility Forecasts