Hudson City Bancorp Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, November 2nd, 2015):
1 Day
29.45%
1 Week
29.53%
1 Month
29.80%
Analysis last updated: Monday, March 1, 2021 at 05:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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