Nordstrom Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter 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
News Impact Curve
Volatility Forecasts
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