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

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McDonald's Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 11th, 2025:18.25% (-0.50%)

Analysis last updated: Monday, November 10, 2025 at 10:46 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3661	9.22
$α$	0.0530	6.52
$β$	0.9154	70.25
$γ_{1}$	0.0317	3.99
$γ_{2}$	-0.0593	-4.67
$γ_{3}$	0.0413	3.88
$γ_{4}$	-0.0100	-0.92
$γ_{5}$	-0.0086	-0.56

Estimation Period:
Jan 2, 1990 to Nov 7, 2025

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