Hudson City Bancorp Inc GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Monday, November 2nd, 2015):
1 Day
32.60%
1 Week
32.46%
1 Month
31.92%
Analysis last updated: Thursday, March 26, 2026 at 06:23 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7320 | 3.69 | |
| 0.0743 | 30.19 | |
| 0.9874 | 276.18 | |
| 4.2465 | 10.85 |
Estimation Period:
Jul 14, 1999 to Oct 30, 2015
Jul 14, 1999 to Oct 30, 2015
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