Nordstrom Inc APARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, May 21st, 2025):
1 Day
12.80%
1 Week
14.03%
1 Month
18.85%
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 | |
|---|---|---|
| 0.0439 | 20.00 | |
| 0.0851 | 30.12 | |
| 0.9149 | 329.69 | |
| 0.3539 | 11.06 | |
| 0.7119 | 22.04 |
Estimation Period:
Jan 2, 1990 to May 16, 2025
Jan 2, 1990 to May 16, 2025
Other APARCH Analyses on Equities