AvalonBay Communities Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:29.69% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0546 | 22.68 | |
| 0.1084 | 43.40 | |
| 0.8671 | 299.43 |
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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