Macy's Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.27% (+3.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.0066 | 4.72 | |
| 0.0444 | 49.23 | |
| 0.9959 | 1,167.49 | |
| 5.4178 | 12.48 |
Estimation Period:
Feb 5, 1992 to Feb 6, 2026
Feb 5, 1992 to Feb 6, 2026
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