Macy's Inc GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:43.91% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0209 | 11.42 | |
| 0.0245 | 19.65 | |
| 0.9729 | 751.31 |
Estimation Period:
Feb 5, 1992 to Feb 13, 2026
Feb 5, 1992 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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