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, December 15th, 2025:19.55% (+1.34%)

Analysis last updated: Saturday, December 13, 2025 at 01:11 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3534	9.13
$α$	0.0529	6.55
$β$	0.9158	70.95
$γ_{1}$	0.0306	3.85
$γ_{2}$	-0.0577	-4.56
$γ_{3}$	0.0409	3.85
$γ_{4}$	-0.0109	-1.05
$γ_{5}$	-0.0054	-0.72

Estimation Period:
Jan 2, 1990 to Dec 12, 2025

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