V-Lab
V-Lab
Nordstrom Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, April 24th, 2024:60.25% (-0.41%)

Analysis last updated: Tuesday, April 23, 2024 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Nordstrom Inc GJR-GARCH
paramt-stat
ω0.03839.88
α0.020116.72
β0.9515659.41
γ0.053915.89
Estimation Period:
Jan 2, 1990 to Apr 19, 2024
Impact of return on volatility tomorrow
Volatility Forecasts