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	param	t-stat
$ω$	1.4988	9.83
$α$	0.1084	5.90
$β$	0.8131	21.62
$γ_{1}$	0.0059	2.51

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Archstone-Smith Trust Spline-GARCH Volatility Analysis

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Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Archstone-Smith Trust Analyses