V-Lab
AvalonBay Communities Inc AGARCH Volatility Analysis
Volatility Prediction for Wednesday, November 13th, 2024:24.67% (-1.03%)
Analysis last updated: Tuesday, November 12, 2024 at 10:36 PM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0422 | 18.27 | |
| 0.1077 | 46.19 | |
| 0.8660 | 324.00 | |
| 0.4373 | 23.81 |
Estimation Period:
Mar 11, 1994 to Nov 8, 2024
Mar 11, 1994 to Nov 8, 2024
News Impact Curve
Volatility Forecasts
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