V-Lab: AvalonBay Communities Inc ILLIQ-MFMEM Liquidity Analysis

V-Lab

AvalonBay Communities Inc ILLIQ-MFMEM Liquidity Analysis

Liquidity Prediction for Tuesday, August 5th, 2025:78.74 (-2.87)

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
$m$	66
$α$	0.0691	1.79
$β$	0.8719	43.48
$γ$	-0.0691	-0.66
$λ_{1}$	0.3518	3.32
$λ_{2}$	0.0727	1.78
$λ_{3}$	0.9214	10.47

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts