Macy's Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
46.48%
decreased by 1.64%
1 Week
46.47%
decreased by 1.65%
1 Month
46.43%
decreased by 1.69%
Analysis last updated: Monday, June 8, 2026 at 09:46 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 8.0791 | 4.71 | |
| 0.0447 | 49.12 | |
| 0.9959 | 1,160.66 | |
| 5.4519 | 12.28 |
Estimation Period:
Feb 5, 1992 to Jun 5, 2026
Feb 5, 1992 to Jun 5, 2026
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