V-Lab: AvalonBay Communities Inc Spline ILLIQ Liquidity Analysis

V-Lab

AvalonBay Communities Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 19th, 2025:76.15 (-0.13)

Analysis last updated: Friday, May 16, 2025 at 10:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2762	0.08
$α$	0.0551	0.00
$β$	0.9449	0.06
$γ_{1}$	0.0089	0.00

Estimation Period:
Mar 11, 1994 to May 16, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts