Hudson City Bancorp Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 11.29 | |
| 0.1635 | 25.92 | |
| 0.9777 | 530.18 | |
| -0.0579 | -9.57 |
Estimation Period:
Jul 14, 1999 to Oct 30, 2015
Jul 14, 1999 to Oct 30, 2015
News Impact Curve
Volatility Forecasts
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