V-Lab: AvalonBay Communities Inc Spline ILLIQ Liquidity Analysis

V-Lab

| |

V-Lab

AvalonBay Communities Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Thursday, April 25th, 2024:83.75 (-0.01)

Analysis last updated: Wednesday, April 24, 2024 at 09:49 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.3689	7.00
$α$	0.0541	10.25
$β$	0.9443	178.84
$γ_{1}$	0.0029	1.25

Estimation Period:
Mar 11, 1994 to Apr 19, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts