V-Lab: Hudson City Bancorp Inc Asy. Power MEM Volatility Analysis

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V-Lab

Hudson City Bancorp Inc Asy. Power MEM Volatility Analysis

Volatility Prediction for Monday, November 2nd, 2015:25.05% (-1.55%)

Analysis last updated: Friday, October 30, 2015 at 09:58 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.1010	17.87
$α$	0.3241	42.90
$β$	0.6440	78.50
$γ$	0.0548	6.37
$δ$	0.9679	22.50

Estimation Period:
Jul 14, 1999 to Oct 30, 2015

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts