E*TRADE Financial Corp EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, October 5th, 2020):
1 Day
36.95%
1 Week
37.57%
1 Month
40.05%
Analysis last updated: Monday, March 1, 2021 at 08:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0314 | 11.97 | |
| 0.1521 | 21.13 | |
| 0.9912 | 1,392.15 | |
| -0.0363 | -7.47 |
Estimation Period:
Aug 16, 1996 to Oct 2, 2020
Aug 16, 1996 to Oct 2, 2020
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