V-Lab: AvalonBay Communities Inc Asymmetric ILLIQ Liquidity Analysis

V-Lab

AvalonBay Communities Inc Asymmetric ILLIQ Liquidity Analysis

Liquidity Prediction for Tuesday, August 5th, 2025:82.56 (-0.73)

Analysis last updated: Monday, August 4, 2025 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.2648	6.53
$α$	0.0363	19.93
$β$	0.9448	808.20
$γ$	0.0378	11.71

Estimation Period:
Mar 11, 1994 to Aug 1, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts