Hudson City Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0617 | 13.51 | |
| 0.0618 | 13.71 | |
| 0.8834 | 197.41 | |
| 0.0789 | 7.85 |
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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