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

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Macerich Co/The Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:35.28% (-1.22%)

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
$ω$	0.5781	3.69
$α$	0.1076	9.21
$β$	0.8499	54.72
$γ_{1}$	0.0996	1.31
$γ_{2}$	-0.1803	-1.70
$γ_{3}$	0.1251	2.16
$γ_{4}$	-0.0036	-0.07
$γ_{5}$	-0.1676	-2.92
$γ_{6}$	0.2276	3.63
$γ_{7}$	-0.0749	-1.37
$γ_{8}$	-0.0880	-1.40
$γ_{9}$	0.0723	1.49

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

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