E*TRADE Financial Corp GARCH Volatility Analysis
Inactive
Last recorded values (Monday, October 5th, 2020):
1 Day
33.63%
1 Week
34.13%
1 Month
36.04%
Analysis last updated: Monday, March 1, 2021 at 05:56 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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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