E*TRADE Financial Corp GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter 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
News Impact Curve
Volatility Forecasts
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