V-Lab
Macerich Co/The EGARCH Volatility Analysis
Volatility Prediction for Tuesday, November 12th, 2024:32.67% (+1.23%)
Analysis last updated: Monday, November 11, 2024 at 10:40 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0218 | 21.58 | |
| 0.1665 | 45.00 | |
| 0.9893 | 1866.55 | |
| -0.0319 | -9.30 |
Estimation Period:
Mar 10, 1994 to Nov 8, 2024
Mar 10, 1994 to Nov 8, 2024
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