Macy's Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:42.80% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0105 | 1.48 | |
| 0.0521 | 43.43 | |
| 0.9387 | 846.40 | |
| 1.1643 | 15.09 |
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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