AvalonBay Communities Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:14.59% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2025 | 7.84 | |
| 0.0883 | 32.06 | |
| 0.9829 | 404.49 | |
| 6.8224 | 7.08 |
Estimation Period:
Mar 11, 1994 to Dec 12, 2025
Mar 11, 1994 to Dec 12, 2025
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