McDonald''s Corp Zero Slope Spline-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
19.80%
unchanged at 0.00%
1 Week
19.80%
unchanged at 0.00%
1 Month
19.80%
unchanged at 0.00%
Analysis last updated: Tuesday, June 9, 2026 at 01:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8808 | 5.66 | |
| 0.0000 | 0.00 | |
| 1.0000 | 9.11 | |
| -2.6615 | -0.43 |
Estimation Period:
Dec 19, 2025 to Jun 5, 2026
Dec 19, 2025 to Jun 5, 2026
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