V-Lab: Hudson City Bancorp Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Hudson City Bancorp Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, November 2nd, 2015:32.60% (-1.83%)

Analysis last updated: Monday, March 1, 2021 at 07:57 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.7313	3.69
$α$	0.0743	30.18
$β$	0.9874	276.18
$ν$	4	10.84

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