Archstone-Smith Trust EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0543 | 16.62 | |
| 0.2290 | 28.48 | |
| 0.9343 | 245.74 | |
| -0.0430 | -4.65 |
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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