V-Lab: Nordstrom Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Nordstrom Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:42.65% (-1.84%)

Analysis last updated: Friday, May 17, 2024 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	9.8180	6.10
$α$	0.0521	70.54
$β$	0.9969	2125.55
$ν$	5	23.96

Estimation Period:
Jan 2, 1990 to May 17, 2024