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

V-Lab

Macerich Co/The GJR-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:42.70% (-1.90%)

Analysis last updated: Friday, May 9, 2025 at 10:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0380	18.73
$α$	0.0632	22.37
$β$	0.9079	456.90
$γ$	0.0449	8.83

Estimation Period:
Mar 10, 1994 to May 9, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts