Macy's Inc EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
38.71%
decreased by 0.69%
1 Week
38.89%
decreased by 0.51%
1 Month
39.56%
increased by 0.16%
Analysis last updated: Saturday, June 13, 2026 at 12:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0134 | 5.19 | |
| 0.0662 | 22.18 | |
| 0.9950 | 1,519.03 | |
| -0.0411 | -16.06 |
Estimation Period:
Feb 5, 1992 to Jun 12, 2026
Feb 5, 1992 to Jun 12, 2026
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