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

V-Lab

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V-Lab

AvalonBay Communities Inc GJR-GARCH Volatility Analysis

Volatility Prediction for Friday, May 3rd, 2024:18.80% (+1.79%)

Analysis last updated: Thursday, May 2, 2024 at 09:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0508	22.05
$α$	0.0615	20.45
$β$	0.8745	331.50
$γ$	0.0875	12.50

Estimation Period:
Mar 11, 1994 to Apr 26, 2024

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Volatility Forecasts

Volatility Forecasts