Nordstrom Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, May 21st, 2025):
1 Day
14.85%
1 Week
16.00%
1 Month
19.94%
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 | |
|---|---|---|
| 0.0238 | 4.00 | |
| 0.0873 | 39.93 | |
| 0.9123 | 482.67 | |
| 0.7346 | 14.05 |
Estimation Period:
Jan 2, 1990 to May 16, 2025
Jan 2, 1990 to May 16, 2025
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