Nordstrom Inc Asy. MEM Volatility Analysis
Inactive
Last recorded values (Wednesday, May 21st, 2025):
1 Day
10.41%
1 Week
11.21%
1 Month
13.96%
Analysis last updated: Tuesday, May 20, 2025 at 10:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0344 | 16.51 | |
| 0.1348 | 49.12 | |
| 0.8327 | 430.13 | |
| 0.0649 | 12.94 |
Estimation Period:
Jan 2, 1990 to May 16, 2025
Jan 2, 1990 to May 16, 2025
Other Asy. MEM Analyses on Equities