Archstone-Smith Trust GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1032 | 19.06 | |
| 0.0838 | 14.26 | |
| 0.8357 | 151.30 | |
| 0.0644 | 4.73 |
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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