Macerich Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.66% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0355 | 18.41 | |
| 0.0572 | 21.77 | |
| 0.9132 | 477.34 | |
| 0.0473 | 9.86 |
Estimation Period:
Mar 10, 1994 to Feb 20, 2026
Mar 10, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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