Motors Liquidation Co GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0573 | 6.22 | |
| 0.0288 | 6.44 | |
| 0.9357 | 199.80 | |
| 0.0619 | 7.33 |
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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