AvalonBay Communities Inc Asymmetric ILLIQ Liquidity Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Liquidity prediction for Thursday, April 16th, 2026
1 Day
50.80
decreased by 1.76
1 Week
52.98
increased by 0.42
1 Month
61.13
increased by 8.57
Analysis last updated: Wednesday, April 15, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2347 | 6.04 | |
| 0.0365 | 20.15 | |
| 0.9453 | 824.14 | |
| 0.0364 | 11.33 |
Estimation Period:
Mar 11, 1994 to Apr 10, 2026
Mar 11, 1994 to Apr 10, 2026
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