V-Lab
AvalonBay Communities Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, April 29th, 2024:19.87% (-0.91%)
Analysis last updated: Friday, April 26, 2024 at 10:13 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9406 | 6.47 | |
| 0.1128 | 10.08 | |
| 0.8431 | 59.57 | |
| 0.0123 | 0.80 | |
| 0.0127 | 0.58 | |
| -0.0711 | -4.75 | |
| 0.0828 | 5.52 | |
| -0.0490 | -4.41 |
Estimation Period:
Mar 11, 1994 to Apr 26, 2024
Mar 11, 1994 to Apr 26, 2024
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