Motors Liquidation Co Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0525 | 10.22 | |
| 0.1060 | 30.21 | |
| 0.8611 | 291.39 | |
| 0.0652 | 8.91 |
Estimation Period:
Jan 1, 1990 to Mar 31, 2011
Jan 1, 1990 to Mar 31, 2011
News Impact Curve
Volatility Forecasts
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