Hudson City Bancorp Inc APARCH Volatility Analysis
Inactive
Last recorded values (Monday, November 2nd, 2015):
1 Day
29.95%
1 Week
30.14%
1 Month
30.82%
Analysis last updated: Friday, April 29, 2016 at 06:45 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0443 | 12.07 | |
| 0.0966 | 24.32 | |
| 0.9034 | 195.54 | |
| 0.3500 | 14.32 | |
| 1.2200 | 23.35 |
Estimation Period:
Jul 14, 1999 to Oct 30, 2015
Jul 14, 1999 to Oct 30, 2015
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