Nordstrom Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0508 | 13.41 | |
| 0.0388 | 24.70 | |
| 0.9289 | 575.20 | |
| 0.0645 | 13.99 |
Estimation Period:
Jan 2, 1990 to May 16, 2025
Jan 2, 1990 to May 16, 2025
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities