V-Lab: McDonald's Corp APARCH Volatility Analysis

V-Lab

McDonald's Corp APARCH Volatility Analysis

Volatility Prediction for Thursday, April 24th, 2025:24.66% (-0.95%)

Analysis last updated: Wednesday, April 23, 2025 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0225	13.83
$α$	0.0638	33.45
$β$	0.9362	444.74
$γ$	0.3533	17.16
$δ$	1.1874	25.59

Estimation Period:
Jan 2, 1990 to Apr 17, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts