V-Lab: AvalonBay Communities Inc Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

AvalonBay Communities Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, April 29th, 2024:75.15 (-4.24)

Analysis last updated: Friday, April 26, 2024 at 10:13 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2142	6.42
$α$	0.0571	2.25
$β$	0.9429	37.22
$γ_{1}$	-0.0044	-0.28

Estimation Period:
Mar 11, 1994 to Apr 26, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts