Macy's Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.66% (+1.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0268 | 13.36 | |
| 0.8643 | 119.19 | |
| 0.0703 | 15.02 | |
| 0.0146 | 2.25 | |
| 0.0222 | 3.89 | |
| 0.9760 | 147.97 |
Estimation Period:
Feb 5, 1992 to Feb 6, 2026
Feb 5, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MF2-GARCH Analyses on Equities