V-Lab: McDonald's Corp APARCH Volatility Analysis

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McDonald's Corp APARCH Volatility Analysis

Volatility Prediction for Tuesday, October 28th, 2025:15.38% (+0.24%)

Analysis last updated: Monday, October 27, 2025 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0224	13.71
$α$	0.0643	33.75
$β$	0.9357	442.61
$γ$	0.3479	17.21
$δ$	1.1914	25.87

Estimation Period:
Jan 2, 1990 to Oct 24, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts