V-Lab: AvalonBay Communities Inc APARCH Volatility Analysis

V-Lab

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V-Lab

AvalonBay Communities Inc APARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:17.28% (-0.81%)

Analysis last updated: Tuesday, May 7, 2024 at 10:08 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0441	22.87
$α$	0.1066	42.09
$β$	0.8838	342.15
$γ$	0.2519	18.76
$δ$	1.5541	32.39

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts