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, June 5th, 2026
1 Day
63.52
increased by 3.15
1 Week
63.83
increased by 3.46
1 Month
71.44
increased by 11.07
Analysis last updated: Thursday, June 4, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2459 | 6.32 | |
| 0.0365 | 20.19 | |
| 0.9452 | 825.54 | |
| 0.0365 | 11.35 |
Estimation Period:
Mar 11, 1994 to May 29, 2026
Mar 11, 1994 to May 29, 2026
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