Hudson River Bancorp Inc Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0905 | 4.36 | |
| 0.1386 | 4.32 | |
| 0.5414 | 6.74 | |
| -2.1070 | -1.60 | |
| 6.0950 | 3.10 | |
| -6.6590 | -3.94 | |
| 3.4212 | 2.13 | |
| -0.7033 | -0.46 | |
| -1.4973 | -1.09 | |
| 3.9883 | 3.33 | |
| -5.5380 | -4.25 | |
| 4.8627 | 2.94 |
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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