AvalonBay Communities Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.06% (-2.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 14.72 | |
| 0.1969 | 49.21 | |
| 0.9769 | 907.88 | |
| -0.0581 | -13.60 |
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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