Hudson River Bancorp Inc Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1011 | 4.41 | |
| 0.1389 | 4.34 | |
| 0.5408 | 6.73 | |
| -2.0051 | -1.53 | |
| 5.9330 | 3.03 | |
| -6.5565 | -3.89 | |
| 3.3554 | 2.09 | |
| -0.6762 | -0.44 | |
| -1.4835 | -1.08 | |
| 3.9264 | 3.28 | |
| -5.3955 | -4.35 | |
| 4.4971 | 4.98 |
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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