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	param	t-stat
$ω$	1.5973	8.94
$α$	0.1097	5.94
$β$	0.8088	22.07
$γ_{1}$	0.0114	2.58
$γ_{2}$	-0.0113	-2.09

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Archstone-Smith Trust Zero Slope Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Archstone-Smith Trust Analyses