Archstone-Smith Trust Asy. MEM Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0670 | 21.08 | |
| 0.1771 | 21.58 | |
| 0.7989 | 180.99 | |
| 0.0007 | 0.05 |
Estimation Period:
Jan 2, 1990 to Oct 5, 2007
Jan 2, 1990 to Oct 5, 2007
News Impact Curve
Volatility Forecasts
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