E*TRADE Financial Corp APARCH Volatility Analysis
Inactive
Last recorded values (Monday, October 5th, 2020):
1 Day
35.14%
1 Week
35.63%
1 Month
37.52%
Analysis last updated: Friday, October 2, 2020 at 11:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0661 | 9.48 | |
| 0.0703 | 14.61 | |
| 0.9297 | 388.17 | |
| 0.1784 | 8.83 | |
| 1.8120 | 16.76 |
Estimation Period:
Aug 16, 1996 to Oct 2, 2020
Aug 16, 1996 to Oct 2, 2020
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