Hudson City Bancorp Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5570 | 3.82 | |
| 0.1125 | 6.18 | |
| 0.7855 | 22.44 | |
| -0.2683 | -0.62 | |
| 0.2148 | 0.36 | |
| 0.2437 | 0.74 | |
| -0.6327 | -1.67 | |
| 1.5032 | 3.67 | |
| -2.3356 | -7.17 | |
| 2.2222 | 8.35 | |
| -1.7503 | -6.62 | |
| 1.3092 | 5.14 | |
| -0.6148 | -2.42 |
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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