Macy's Inc MEM Volatility Analysis
Volatility Prediction for Tuesday, February 24th, 2026:58.74% (+7.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0695 | 4.94 | |
| 0.1098 | 39.65 | |
| 0.8813 | 479.24 |
Estimation Period:
Feb 5, 1992 to Feb 20, 2026
Feb 5, 1992 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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