Archstone-Smith Trust AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1089 | 19.39 | |
| 0.1182 | 30.90 | |
| 0.8265 | 151.48 | |
| 0.2053 | 6.50 |
Estimation Period:
Jan 1, 1990 to Oct 5, 2007
Jan 1, 1990 to Oct 5, 2007
News Impact Curve
Volatility Forecasts
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