V-Lab: AvalonBay Communities Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

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V-Lab

AvalonBay Communities Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, April 17th, 2024:90.38 (-0.31)

Analysis last updated: Tuesday, April 16, 2024 at 10:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2760	6.64
$α$	0.0368	19.72
$β$	0.9446	789.11
$γ$	0.0373	11.38

Estimation Period:
Mar 11, 1994 to Apr 12, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts