Macy's Inc MEM Volatility Analysis
Volatility Prediction for Wednesday, February 18th, 2026:48.12% (+0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0695 | 4.94 | |
| 0.1097 | 39.64 | |
| 0.8814 | 479.55 |
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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