Macerich Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.97% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 18.30 | |
| 0.0555 | 21.49 | |
| 0.9149 | 483.82 | |
| 0.0470 | 9.92 |
Estimation Period:
Mar 10, 1994 to Feb 6, 2026
Mar 10, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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