V-Lab: McDonald's Corp APARCH Volatility Analysis

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McDonald's Corp APARCH Volatility Analysis

Volatility Prediction for Friday, November 28th, 2025:18.63% (-0.46%)

Analysis last updated: Thursday, November 27, 2025 at 12:40 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0225	13.78
$α$	0.0644	33.83
$β$	0.9356	442.77
$γ$	0.3495	17.25
$δ$	1.1869	25.82

Estimation Period:
Jan 2, 1990 to Nov 26, 2025

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