V-Lab
V-Lab
Macy's Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, May 21st, 2024:38.29% (+0.12%)

Analysis last updated: Monday, May 20, 2024 at 09:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Macy's Inc GJR-GARCH
paramt-stat
ω0.02036.01
α0.00695.29
β0.9743881.68
γ0.033515.72
Estimation Period:
Feb 5, 1992 to May 17, 2024
Impact of return on volatility tomorrow
Volatility Forecasts