V-Lab: AvalonBay Communities Inc Spline ILLIQ Liquidity Analysis

V-Lab

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V-Lab

AvalonBay Communities Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, May 6th, 2024:71.80 (-3.24)

Analysis last updated: Friday, May 3, 2024 at 09:34 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2140	6.43
$α$	0.0569	8.38
$β$	0.9431	139.32
$γ_{1}$	-0.0041	-0.44

Estimation Period:
Mar 11, 1994 to May 3, 2024

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts