Motors Liquidation Co MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0556 | 3.97 | |
| 0.1451 | 35.38 | |
| 0.8549 | 262.24 |
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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