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V-Lab
V-Lab
AvalonBay Communities Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:15.56% (-0.53%)
Analysis last updated: Saturday, December 13, 2025 at 12:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AvalonBay Communities Inc GJR-GARCH
paramt-stat
ω0.055923.26
α0.063020.43
β0.8682313.09
γ0.091612.74
Estimation Period:
Mar 11, 1994 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts