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

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McDonald's Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Friday, November 7th, 2025:19.06% (+1.69%)

Analysis last updated: Thursday, November 6, 2025 at 11:16 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3648	9.20
$α$	0.0527	6.50
$β$	0.9159	70.51
$γ_{1}$	0.0316	3.97
$γ_{2}$	-0.0592	-4.66
$γ_{3}$	0.0411	3.85
$γ_{4}$	-0.0095	-0.86
$γ_{5}$	-0.0102	-0.66

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

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