V-Lab
E*TRADE Financial Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, October 5th, 2020:36.86% (-1.78%)
Analysis last updated: Friday, October 2, 2020 at 11:32 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0978 | 9.33 | |
| 0.1158 | 35.23 | |
| 0.8805 | 361.76 | |
| 0.8159 | 13.91 |
Estimation Period:
Aug 16, 1996 to Oct 2, 2020
Aug 16, 1996 to Oct 2, 2020
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