E*TRADE Financial Corp AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, October 5th, 2020):
1 Day
36.86%
1 Week
37.90%
1 Month
41.72%
Analysis last updated: Friday, October 2, 2020 at 11:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0978 | 9.33 | |
| 0.1158 | 35.23 | |
| 0.8805 | 361.76 | |
| 0.8159 | 13.91 |
Estimation Period:
Aug 16, 1996 to Oct 2, 2020
Aug 16, 1996 to Oct 2, 2020
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