Macy's Inc AGARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
45.82%
decreased by 1.37%
1 Week
45.84%
decreased by 1.35%
1 Month
45.93%
decreased by 1.26%
Analysis last updated: Tuesday, June 16, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0155 | 2.26 | |
| 0.0531 | 43.28 | |
| 0.9374 | 825.18 | |
| 1.1279 | 14.75 |
Estimation Period:
Feb 5, 1992 to Jun 12, 2026
Feb 5, 1992 to Jun 12, 2026
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