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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3415	9.07***
α ARCH Response to squared shocks	0.0522	6.58***
β GARCH Volatility persistence	0.9171	72.48***

γ₁	0.0284	3.72***
γ₂	-0.0548	-4.49***
γ₃	0.0409	3.92***
γ₄	-0.0125	-1.22
γ₅	-0.0043	-0.58

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