AvalonBay Communities Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, March 2nd, 2026:21.84% (+1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0238 | 14.74 | |
| 0.1974 | 49.23 | |
| 0.9767 | 902.70 | |
| -0.0581 | -13.58 |
Estimation Period:
Mar 11, 1994 to Feb 27, 2026
Mar 11, 1994 to Feb 27, 2026
News Impact Curve
Volatility Forecasts
Other AvalonBay Communities Inc Analyses
Other EGARCH Analyses on Real Estate