Archstone-Smith Trust MF2-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 76 | ||
| 0.0719 | 12.14 | |
| 0.8043 | 77.21 | |
| 0.0484 | 5.85 | |
| 0.6941 | 0.31 | |
| 0.5991 | 0.30 | |
| 0.0000 | 0.00 |
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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