Hudson City Bancorp Inc GARCH Volatility Analysis
Inactive
Last recorded values (Monday, November 2nd, 2015):
1 Day
30.79%
1 Week
30.80%
1 Month
30.85%
Analysis last updated: Monday, March 1, 2021 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0480 | 9.96 | |
| 0.0913 | 22.81 | |
| 0.8963 | 170.63 |
Estimation Period:
Jul 14, 1999 to Oct 30, 2015
Jul 14, 1999 to Oct 30, 2015
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