Macy's Inc MEM Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
53.22%
decreased by 0.31%
1 Week
53.08%
decreased by 0.45%
1 Month
52.55%
decreased by 0.98%
Analysis last updated: Tuesday, June 9, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0705 | 4.99 | |
| 0.1108 | 39.89 | |
| 0.8803 | 478.14 |
Estimation Period:
Feb 5, 1992 to Jun 5, 2026
Feb 5, 1992 to Jun 5, 2026
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