V-Lab: AvalonBay Communities Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

AvalonBay Communities Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Wednesday, April 24th, 2024:21.77% (-0.43%)

Analysis last updated: Tuesday, April 23, 2024 at 09:51 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2564	7.10
$α$	0.0883	30.48
$β$	0.9843	401.61
$ν$	7	6.57

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