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

V-Lab

McDonald's Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, July 11th, 2025:18.12% (+0.87%)

Analysis last updated: Thursday, July 10, 2025 at 09:44 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3572	9.15
$α$	0.0530	6.49
$β$	0.9154	69.90
$γ_{1}$	0.0319	3.91
$γ_{2}$	-0.0594	-4.56
$γ_{3}$	0.0403	3.74
$γ_{4}$	-0.0086	-0.83
$γ_{5}$	-0.0072	-0.97

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts