E*TRADE Financial Corp Zero Slope Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, October 5th, 2020):
1 Day
33.44%
1 Week
34.10%
1 Month
36.15%
Analysis last updated: Friday, October 2, 2020 at 11:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4526 | 3.07 | |
| 0.1102 | 7.14 | |
| 0.8562 | 50.97 | |
| -0.1130 | -2.52 | |
| 0.1992 | 3.22 | |
| -0.1334 | -3.39 | |
| 0.0735 | 1.91 | |
| -0.0305 | -1.03 |
Estimation Period:
Aug 16, 1996 to Oct 2, 2020
Aug 16, 1996 to Oct 2, 2020
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