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	param	t-stat
$ω$	1.7431	3.93
$α$	0.0987	7.37
$β$	0.8327	32.97
$γ_{1}$	-1.6146	-7.35
$γ_{2}$	2.5929	8.70
$γ_{3}$	-1.2544	-8.19
$γ_{4}$	0.4040	2.77
$γ_{5}$	-0.2634	-1.84
$γ_{6}$	0.2566	2.06
$γ_{7}$	-0.1595	-1.35
$γ_{8}$	0.0537	0.46
$γ_{9}$	-0.5468	-3.57

V-Lab

Archstone-Smith Trust Spline ILLIQ Liquidity Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Liquidity Forecasts

Other Archstone-Smith Trust Analyses