AMBAC Financial Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0172 | 5.05 | |
| 0.0662 | 12.28 | |
| 0.9098 | 158.25 | |
| 0.0480 | 2.40 |
Estimation Period:
Jul 11, 1991 to Apr 29, 2013
Jul 11, 1991 to Apr 29, 2013
News Impact Curve
Volatility Forecasts
Other AMBAC Financial Analyses
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