Nordstrom Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, May 21st, 2025):
1 Day
10.74%
1 Week
11.26%
1 Month
13.50%
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 | |
|---|---|---|
| 0.0357 | 11.35 | |
| 0.1516 | 37.71 | |
| 0.9862 | 873.51 | |
| -0.0524 | -12.92 |
Estimation Period:
Jan 2, 1990 to May 16, 2025
Jan 2, 1990 to May 16, 2025
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