Nordstrom Inc GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Wednesday, May 21st, 2025):
1 Day
10.19%
1 Week
10.62%
1 Month
12.16%
Analysis last updated: Thursday, March 26, 2026 at 03:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 12.1883 | 10.02 | |
| 0.0587 | 90.93 | |
| 0.9985 | 6,701.36 | |
| 4.8052 | 61.37 |
Estimation Period:
Jan 2, 1990 to May 16, 2025
Jan 2, 1990 to May 16, 2025
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