Motors Liquidation Co AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3562 | 19.05 | |
| 0.1840 | 47.02 | |
| 0.7702 | 290.84 | |
| 0.6618 | 7.80 |
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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