AvalonBay Communities Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.68% (-1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2185 | 7.87 | |
| 0.0886 | 31.96 | |
| 0.9828 | 402.94 | |
| 6.8357 | 7.06 |
Estimation Period:
Mar 11, 1994 to Feb 20, 2026
Mar 11, 1994 to Feb 20, 2026
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