V-Lab: AvalonBay Communities Inc Spline ILLIQ Liquidity Analysis

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AvalonBay Communities Inc Spline ILLIQ Liquidity Analysis

Liquidity Prediction for Monday, November 17th, 2025:55.62 (-1.08)

Analysis last updated: Friday, November 14, 2025 at 11:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.2540	6.47
$α$	0.0539	11.24
$β$	0.9461	197.39
$γ_{1}$	-0.0115	-0.04
$γ_{2}$	0.0296	0.08
$γ_{3}$	-0.0495	-0.26
$γ_{4}$	0.0698	0.44
$γ_{5}$	-0.0674	-0.43
$γ_{6}$	0.0210	0.13
$γ_{7}$	0.0174	0.11
$γ_{8}$	0.0113	0.07
$γ_{9}$	-0.0354	-0.19

Estimation Period:
Mar 11, 1994 to Nov 14, 2025

News Impact Curve

Impact of return on liquidity tomorrow

Liquidity Forecasts

Liquidity Forecasts