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	param	t-stat
$ω$	0.0172	5.48
$α$	0.0062	5.73
$β$	0.9769	1,043.70
$γ$	0.0305	15.82

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Macy's Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, February 11th, 2026:41.97% (+0.13%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Macy's Inc Analyses