Macy's Inc APARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:41.14% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0167 | 15.65 | |
| 0.0280 | 17.90 | |
| 0.9720 | 806.61 | |
| 0.7204 | 10.37 | |
| 1.2200 | 27.68 |
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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