V-Lab: AvalonBay Communities Inc Asy. MEM Volatility Analysis

V-Lab

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V-Lab

AvalonBay Communities Inc Asy. MEM Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:22.39% (+3.43%)

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
$ω$	0.0817	29.58
$α$	0.1678	31.20
$β$	0.7590	215.62
$γ$	0.0746	8.32

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts