Macy's Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.37% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0103 | 1.46 | |
| 0.0521 | 43.37 | |
| 0.9386 | 845.59 | |
| 1.1663 | 15.11 |
Estimation Period:
Feb 5, 1992 to Feb 6, 2026
Feb 5, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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