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	param	t-stat
$ω$	0.0172	5.48
$α$	0.0063	5.79
$β$	0.9769	1,042.58
$γ$	0.0304	15.76

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Macy's Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:41.02% (-0.33%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macy's Inc Analyses