Hudson City Bancorp Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0480 | 9.96 | |
| 0.0913 | 22.81 | |
| 0.8963 | 170.63 |
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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