Hudson City Bancorp Inc Asy. Power MEM Volatility Analysis
Inactive
Last recorded values (Monday, November 2nd, 2015):
1 Day
25.05%
1 Week
23.53%
1 Month
20.24%
Analysis last updated: Friday, October 30, 2015 at 09:58 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1010 | 17.87 | |
| 0.3241 | 42.90 | |
| 0.6440 | 78.50 | |
| 0.0548 | 6.37 | |
| 0.9679 | 22.50 |
Estimation Period:
Jul 14, 1999 to Oct 30, 2015
Jul 14, 1999 to Oct 30, 2015
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