E*TRADE Financial Corp GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, October 5th, 2020):
1 Day
34.77%
1 Week
35.26%
1 Month
37.16%
Analysis last updated: Monday, March 1, 2021 at 07:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0710 | 12.45 | |
| 0.0499 | 14.34 | |
| 0.9282 | 372.01 | |
| 0.0428 | 6.21 |
Estimation Period:
Aug 16, 1996 to Oct 2, 2020
Aug 16, 1996 to Oct 2, 2020
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