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

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Macerich Co/The MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:31.07% (-1.26%)

Analysis last updated: Saturday, December 13, 2025 at 01:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	56
$α$	0.0821	22.85
$β$	0.8183	103.03
$γ$	0.0598	11.78
$λ_{1}$	0.0141	5.37
$λ_{2}$	0.0428	4.79
$λ_{3}$	0.9540	97.48

Estimation Period:
Mar 10, 1994 to Dec 12, 2025

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