Hudson City Bancorp Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, November 2nd, 2015):
1 Day
29.55%
1 Week
29.63%
1 Month
29.92%
Analysis last updated: Friday, April 29, 2016 at 05:54 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0474 | 10.15 | |
| 0.1004 | 28.63 | |
| 0.8843 | 202.41 | |
| 0.3875 | 9.65 |
Estimation Period:
Jul 14, 1999 to Oct 30, 2015
Jul 14, 1999 to Oct 30, 2015
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