AvalonBay Communities Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.75% (-1.43%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9865 | 6.73 | |
| 0.1178 | 10.31 | |
| 0.8384 | 59.12 | |
| 0.0201 | 1.48 | |
| -0.0091 | -0.48 | |
| -0.0419 | -3.41 | |
| 0.0597 | 4.85 | |
| -0.0399 | -4.43 |
Estimation Period:
Mar 11, 1994 to Feb 20, 2026
Mar 11, 1994 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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