Nordstrom Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, May 21st, 2025):
1 Day
15.73%
1 Week
16.52%
1 Month
19.37%
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 | |
|---|---|---|
| 0.0508 | 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
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