V-Lab: AvalonBay Communities Inc MF2-GARCH Volatility Analysis

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V-Lab

AvalonBay Communities Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:18.08% (-0.69%)

Analysis last updated: Friday, April 26, 2024 at 10:14 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0553	20.18
$β$	0.8233	152.91
$γ$	0.1155	20.80
$λ_{1}$	0.0179	6.43
$λ_{2}$	0.0453	5.57
$λ_{3}$	0.9463	98.25

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

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