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 Monday, June 2nd, 2025:17.11% (-0.24%)

Analysis last updated: Saturday, May 31, 2025 at 03:43 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3579	9.14
$α$	0.0528	6.46
$β$	0.9157	69.88
$γ_{1}$	0.0322	3.91
$γ_{2}$	-0.0597	-4.55
$γ_{3}$	0.0402	3.72
$γ_{4}$	-0.0082	-0.79
$γ_{5}$	-0.0075	-1.00

Estimation Period:
Jan 2, 1990 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts