Motors Liquidation Co Zero Slope Spline-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5947 | 2.46 | |
| 0.1212 | 7.48 | |
| 0.8283 | 36.68 | |
| -0.0366 | -0.58 | |
| 0.0898 | 1.08 | |
| -0.1115 | -2.42 | |
| 0.1409 | 2.78 | |
| -0.1380 | -3.35 |
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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