V-Lab: Hudson City Bancorp Inc APARCH Volatility Analysis

V-Lab

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V-Lab

Hudson City Bancorp Inc APARCH Volatility Analysis

Volatility Prediction for Monday, November 2nd, 2015:29.95% (-0.96%)

Analysis last updated: Friday, April 29, 2016 at 06:45 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0443	12.07
$α$	0.0966	24.32
$β$	0.9034	195.54
$γ$	0.3500	14.32
$δ$	1.2200	23.35

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts