V-Lab
E*TRADE Financial Corp GARCH Volatility Analysis
Volatility Prediction for Monday, October 5th, 2020:33.63% (-1.03%)
Analysis last updated: Monday, March 1, 2021 at 05:56 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0738 | 12.45 | |
| 0.0722 | 22.25 | |
| 0.9263 | 332.36 |
Estimation Period:
Aug 16, 1996 to Oct 2, 2020
Aug 16, 1996 to Oct 2, 2020
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