AMBAC Financial GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0098 | 2.95 | |
| 0.0391 | 8.25 | |
| 0.9609 | 185.97 |
Estimation Period:
Jul 11, 1991 to Apr 29, 2013
Jul 11, 1991 to Apr 29, 2013
News Impact Curve
Volatility Forecasts
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