AvalonBay Communities Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.06% (+0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0547 | 22.67 | |
| 0.1086 | 43.36 | |
| 0.8669 | 298.73 |
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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