V-Lab: Macerich Co/The MF2-GARCH Volatility Analysis

V-Lab

Macerich Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:35.90% (-1.23%)

Analysis last updated: Friday, May 9, 2025 at 10:45 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0917	23.90
$β$	0.8041	101.00
$γ$	0.0583	10.94
$λ_{1}$	0.0145	5.26
$λ_{2}$	0.0454	4.86
$λ_{3}$	0.9515	93.13

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts