Hudson River Bancorp Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1209 | 10.49 | |
| 0.0934 | 10.23 | |
| 0.8738 | 189.66 | |
| 0.0210 | 1.44 |
Estimation Period:
Jun 29, 1998 to Jan 14, 2005
Jun 29, 1998 to Jan 14, 2005
News Impact Curve
Volatility Forecasts
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