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	param	t-stat
$ω$	0.0133	5.01
$α$	0.0656	21.99
$β$	0.9950	1,487.32
$γ$	-0.0419	-16.41

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Macy's Inc EGARCH Volatility Analysis

Volatility Prediction for Monday, February 23rd, 2026:42.34% (-0.71%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macy's Inc Analyses