V-Lab: Macy's Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Macy's Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, May 1st, 2024:36.34% (-1.10%)

Analysis last updated: Tuesday, April 30, 2024 at 10:10 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.8172	4.66
$α$	0.0462	46.88
$β$	0.9956	1074.05
$ν$	6	11.39

Estimation Period:
Feb 5, 1992 to Apr 26, 2024