AvalonBay Communities Inc AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.16% (-2.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0450 | 19.22 | |
| 0.1083 | 44.85 | |
| 0.8638 | 310.85 | |
| 0.4360 | 23.97 |
Estimation Period:
Mar 11, 1994 to Feb 6, 2026
Mar 11, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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