Macy's Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:46.53% (+1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.0379 | 4.73 | |
| 0.0444 | 49.39 | |
| 0.9959 | 1,178.57 | |
| 5.4210 | 12.52 |
Estimation Period:
Feb 5, 1992 to Feb 13, 2026
Feb 5, 1992 to Feb 13, 2026
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