V-Lab
AvalonBay Communities Inc GARCH Volatility Analysis
Volatility Prediction for Friday, April 26th, 2024:19.62% (-1.02%)
Analysis last updated: Thursday, April 25, 2024 at 09:48 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0485 | 21.43 | |
| 0.1032 | 43.70 | |
| 0.8751 | 322.08 |
Estimation Period:
Mar 11, 1994 to Apr 19, 2024
Mar 11, 1994 to Apr 19, 2024
News Impact Curve
Volatility Forecasts
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