AvalonBay Communities Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:31.18% (-1.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0559 | 23.32 | |
| 0.0629 | 20.46 | |
| 0.8687 | 315.77 | |
| 0.0914 | 12.80 |
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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