AvalonBay Communities Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:23.57% (-1.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0574 | 20.51 | |
| 0.8111 | 146.48 | |
| 0.1195 | 21.31 | |
| 0.0196 | 6.17 | |
| 0.0479 | 5.61 | |
| 0.9428 | 92.45 |
Estimation Period:
Mar 11, 1994 to Feb 13, 2026
Mar 11, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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