E*TRADE Financial Corp Spline-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, October 5th, 2020):
1 Day
42.26%
1 Week
44.36%
1 Month
50.50%
Analysis last updated: Friday, October 2, 2020 at 11:33 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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