V-Lab: Macerich Co/The Zero Slope Spline-GARCH Volatility Analysis

V-Lab

Macerich Co/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 4th, 2025:41.71% (-0.12%)

Analysis last updated: Tuesday, June 3, 2025 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.5798	3.71
$α$	0.1099	9.26
$β$	0.8463	53.50
$γ_{1}$	0.1068	1.37
$γ_{2}$	-0.1901	-1.75
$γ_{3}$	0.1208	2.05
$γ_{4}$	0.0275	0.53
$γ_{5}$	-0.2248	-3.85
$γ_{6}$	0.2807	4.73
$γ_{7}$	-0.1125	-1.96
$γ_{8}$	-0.0386	-0.57
$γ_{9}$	0.0213	0.43

Estimation Period:
Mar 10, 1994 to May 30, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts