Hudson City Bancorp Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, November 2nd, 2015):
1 Day
30.91%
1 Week
31.04%
1 Month
31.51%
Analysis last updated: Monday, March 1, 2021 at 06:18 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0342 | 11.29 | |
| 0.1635 | 25.92 | |
| 0.9777 | 530.18 | |
| -0.0579 | -9.57 |
Estimation Period:
Jul 14, 1999 to Oct 30, 2015
Jul 14, 1999 to Oct 30, 2015
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