V-Lab
V-Lab
Macy's Inc Asy. MEM Volatility Analysis
Volatility Prediction for Wednesday, May 1st, 2024:38.08% (-1.11%)

Analysis last updated: Tuesday, April 30, 2024 at 10:09 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Macy's Inc AMEM
paramt-stat
ω0.049117.19
α0.059829.37
β0.9067580.45
γ0.054712.45
Estimation Period:
Feb 5, 1992 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts