Macy's Inc APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.89% (-0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0166 | 15.64 | |
| 0.0279 | 17.84 | |
| 0.9721 | 808.70 | |
| 0.7236 | 10.35 | |
| 1.2195 | 27.67 |
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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