E*TRADE Financial Corp MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, October 5th, 2020):
1 Day
34.74%
1 Week
35.69%
1 Month
37.64%
Analysis last updated: Sunday, March 21, 2021 at 05:40 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0772 | 13.32 | |
| 0.7625 | 65.79 | |
| 0.1127 | 16.18 | |
| 0.0755 | 3.91 | |
| 0.0720 | 3.88 | |
| 0.9222 | 45.43 |
Estimation Period:
Aug 16, 1996 to Oct 2, 2020
Aug 16, 1996 to Oct 2, 2020
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