V-Lab: Macy's Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Macy's Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, May 21st, 2024:35.55% (+0.34%)

Analysis last updated: Monday, May 20, 2024 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	7.7714	4.64
$α$	0.0462	46.71
$β$	0.9956	1058.03
$ν$	6	11.29

Estimation Period:
Feb 5, 1992 to May 17, 2024