Hudson City Bancorp Inc AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0474 | 10.15 | |
| 0.1004 | 28.63 | |
| 0.8843 | 202.41 | |
| 0.3875 | 9.65 |
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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