V-Lab: AvalonBay Communities Inc Spline ILLIQ Liquidity Analysis

V-Lab

AvalonBay Communities Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Wednesday, August 6th, 2025:73.23 (-0.59)

Analysis last updated: Tuesday, August 5, 2025 at 09:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2632	6.51
$α$	0.0550	9.91
$β$	0.9405	147.27
$γ_{1}$	-0.0344	-2.39
$γ_{2}$	0.0519	2.38
$γ_{3}$	-0.0106	-0.74
$γ_{4}$	-0.0054	-0.31

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

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts