AvalonBay Communities Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.39% (+1.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2345 | 7.82 | |
| 0.0888 | 32.06 | |
| 0.9829 | 404.50 | |
| 6.8374 | 7.08 |
Estimation Period:
Mar 11, 1994 to Feb 6, 2026
Mar 11, 1994 to Feb 6, 2026
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