V-Lab
AvalonBay Communities Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:20.10% (-0.49%)
Analysis last updated: Friday, April 19, 2024 at 09:31 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0507 | 22.05 | |
| 0.0616 | 20.47 | |
| 0.8746 | 331.65 | |
| 0.0874 | 12.48 |
Estimation Period:
Mar 11, 1994 to Apr 19, 2024
Mar 11, 1994 to Apr 19, 2024
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