AvalonBay Communities Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.36% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9762 | 6.85 | |
| 0.1182 | 10.17 | |
| 0.8355 | 57.15 | |
| 0.0193 | 1.45 | |
| -0.0064 | -0.34 | |
| -0.0479 | -3.86 | |
| 0.0716 | 4.99 | |
| -0.0660 | -3.13 |
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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