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, May 15th, 2026
1 Day
74.34
increased by 3.57
1 Week
73.24
increased by 2.47
1 Month
72.88
increased by 2.11
Analysis last updated: Thursday, May 14, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's liquidityLiquidity Forecast
How liquidity evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2455 | 6.33 | |
| 0.0366 | 20.18 | |
| 0.9452 | 823.33 | |
| 0.0364 | 11.30 |
Estimation Period:
Mar 11, 1994 to May 8, 2026
Mar 11, 1994 to May 8, 2026
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