V-Lab: McDonald's Corp APARCH Volatility Analysis

V-Lab

McDonald's Corp APARCH Volatility Analysis

Volatility Prediction for Monday, July 7th, 2025:20.03% (-0.67%)

Analysis last updated: Thursday, July 3, 2025 at 11:07 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0226	13.81
$α$	0.0642	33.62
$β$	0.9358	443.06
$γ$	0.3508	17.24
$δ$	1.1859	25.73

Estimation Period:
Jan 2, 1990 to Jul 3, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts