V-Lab: Macerich Co/The APARCH Volatility Analysis

V-Lab

| |

V-Lab

Macerich Co/The APARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:30.90% (+1.37%)

Analysis last updated: Monday, November 11, 2024 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0402	20.05
$α$	0.0968	38.38
$β$	0.9032	403.75
$γ$	0.1617	11.34
$δ$	1.4516	32.48

Estimation Period:
Mar 10, 1994 to Nov 8, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts