V-Lab: AvalonBay Communities Inc GJR-GARCH Volatility Analysis

V-Lab

AvalonBay Communities Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Wednesday, June 4th, 2025:23.15% (+0.95%)

Analysis last updated: Tuesday, June 3, 2025 at 09:30 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0534	22.76
$α$	0.0605	20.11
$β$	0.8721	325.06
$γ$	0.0918	12.84

Estimation Period:
Mar 11, 1994 to May 30, 2025

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Volatility Forecasts

Volatility Forecasts