V-Lab
V-Lab
AvalonBay Communities Inc GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:18.69% (-0.93%)

Analysis last updated: Friday, April 26, 2024 at 10:11 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AvalonBay Communities Inc GARCH
paramt-stat
ω0.048521.42
α0.103243.70
β0.8750321.95
Estimation Period:
Mar 11, 1994 to Apr 26, 2024
Impact of return on volatility tomorrow
Volatility Forecasts