V-Lab: AvalonBay Communities Inc GAS-GARCH Student T Volatility Analysis

V-Lab

AvalonBay Communities Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, May 12th, 2025:21.34% (-1.12%)

Analysis last updated: Friday, May 9, 2025 at 10:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	2.2349	7.71
$α$	0.0885	31.84
$β$	0.9834	411.99
$ν$	6.9099	7.00

Estimation Period:
Mar 11, 1994 to May 9, 2025