Macy's Inc APARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
37.95%
decreased by 0.54%
1 Week
38.09%
decreased by 0.40%
1 Month
38.64%
increased by 0.15%
Analysis last updated: Tuesday, June 9, 2026 at 09:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0168 | 15.63 | |
| 0.0281 | 18.07 | |
| 0.9719 | 809.24 | |
| 0.7066 | 10.37 | |
| 1.2240 | 27.73 |
Estimation Period:
Feb 5, 1992 to Jun 5, 2026
Feb 5, 1992 to Jun 5, 2026
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