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

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V-Lab

McDonald's Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, March 19th, 2025:23.19% (-0.77%)

Analysis last updated: Tuesday, March 18, 2025 at 09:56 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3613	9.15
$α$	0.0530	6.43
$β$	0.9155	69.19
$γ_{1}$	0.0328	3.94
$γ_{2}$	-0.0605	-4.56
$γ_{3}$	0.0400	3.68
$γ_{4}$	-0.0075	-0.72
$γ_{5}$	-0.0080	-1.07

Estimation Period:
Jan 2, 1990 to Mar 14, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts