Nordstrom Inc MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, May 21st, 2025):
1 Day
12.05%
1 Week
13.05%
1 Month
15.67%
Analysis last updated: Tuesday, May 20, 2025 at 10:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 71 | ||
| 0.0391 | 12.94 | |
| 0.8003 | 139.91 | |
| 0.1074 | 21.39 | |
| 0.1600 | 1.62 | |
| 0.2347 | 3.17 | |
| 0.7490 | 8.88 |
Estimation Period:
Jan 2, 1990 to May 16, 2025
Jan 2, 1990 to May 16, 2025
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