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, February 5th, 2025:16.45% (-0.38%)

Analysis last updated: Tuesday, February 4, 2025 at 10:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3716	9.24
$α$	0.0526	6.37
$β$	0.9156	68.83
$γ_{1}$	0.0338	4.04
$γ_{2}$	-0.0619	-4.64
$γ_{3}$	0.0404	3.72
$γ_{4}$	-0.0078	-0.75
$γ_{5}$	-0.0075	-1.01

Estimation Period:
Jan 2, 1990 to Jan 31, 2025

News Impact Curve

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Volatility Forecasts

Volatility Forecasts