E*TRADE Financial Corp Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6087 | 3.94 | |
| 0.1086 | 7.34 | |
| 0.8578 | 52.09 | |
| -0.0526 | -2.27 | |
| 0.1020 | 3.15 | |
| -0.0866 | -4.30 | |
| 0.1048 | 3.00 |
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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