Archstone-Smith Trust GAS-GARCH Student T Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9425 | 7.90 | |
| 0.0794 | 17.86 | |
| 0.9615 | 183.84 | |
| 4.7506 | 6.44 |
Estimation Period:
Jan 1, 1990 to Oct 5, 2007
Jan 1, 1990 to Oct 5, 2007
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