AvalonBay Communities Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.61% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9765 | 6.83 | |
| 0.1181 | 10.19 | |
| 0.8359 | 57.37 | |
| 0.0192 | 1.44 | |
| -0.0063 | -0.33 | |
| -0.0480 | -3.85 | |
| 0.0714 | 4.95 | |
| -0.0648 | -3.08 |
Estimation Period:
Mar 11, 1994 to Feb 13, 2026
Mar 11, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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