Hudson City Bancorp Inc MEM Volatility Analysis
Inactive
Last recorded values (Monday, November 2nd, 2015):
1 Day
22.44%
1 Week
23.18%
1 Month
25.54%
Analysis last updated: Friday, November 20, 2015 at 07:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1178 | 9.84 | |
| 0.3449 | 32.26 | |
| 0.6304 | 91.65 |
Estimation Period:
Jul 14, 1999 to Oct 30, 2015
Jul 14, 1999 to Oct 30, 2015
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