V-Lab: Macerich Co/The GJR-GARCH Volatility Analysis

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V-Lab

Macerich Co/The GJR-GARCH Volatility Analysis

Volatility Prediction for Tuesday, November 12th, 2024:29.97% (+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
$ω$	0.0410	19.26
$α$	0.0670	22.59
$β$	0.9026	436.66
$γ$	0.0459	8.47

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts