Archstone-Smith Trust GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1001 | 19.72 | |
| 0.1140 | 28.99 | |
| 0.8374 | 152.16 |
Estimation Period:
Jan 1, 1990 to Oct 5, 2007
Jan 1, 1990 to Oct 5, 2007
News Impact Curve
Volatility Forecasts
Other Archstone-Smith Trust Analyses
Other GARCH Analyses on Real Estate