Macerich Co/The GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:28.05% (-0.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 18.27 | |
| 0.0557 | 21.50 | |
| 0.9151 | 483.67 | |
| 0.0464 | 9.80 |
Estimation Period:
Mar 10, 1994 to Dec 12, 2025
Mar 10, 1994 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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