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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3396	9.07***
α ARCH Response to squared shocks	0.0519	6.55***
β GARCH Volatility persistence	0.9174	72.74***

γ₁	0.0281	3.71***
γ₂	-0.0544	-4.49***
γ₃	0.0409	3.94***
γ₄	-0.0128	-1.25
γ₅	-0.0040	-0.54

V-Lab

McDonald's Corp Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other McDonald's Corp Analyses