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 Friday, April 17th, 2026
1 Day
56.73
increased by 5.93
1 Week
53.50
increased by 2.70
1 Month
60.80
increased by 10.00
Analysis last updated: Thursday, April 16, 2026 at 09:41 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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