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 Monday, June 29th, 2026
1 Day
73.24
increased by 1.55
1 Week
71.72
increased by 0.03
1 Month
65.26
decreased by 6.43
Analysis last updated: Friday, June 26, 2026 at 11:34 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2486 | 6.37 | |
| 0.0365 | 20.20 | |
| 0.9452 | 825.53 | |
| 0.0366 | 11.40 |
Estimation Period:
Mar 11, 1994 to Jun 26, 2026
Mar 11, 1994 to Jun 26, 2026
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