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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.3546	9.12***
α ARCH Response to squared shocks	0.0523	6.57***
β GARCH Volatility persistence	0.9171	72.50***

γ₁	0.0295	3.85***
γ₂	-0.0567	-4.63***
γ₃	0.0425	4.02***
γ₄	-0.0144	-1.31
γ₅	-0.0005	-0.03

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McDonald's Corp Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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