AvalonBay Communities Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.25% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0560 | 23.32 | |
| 0.0630 | 20.47 | |
| 0.8684 | 315.11 | |
| 0.0917 | 12.80 |
Estimation Period:
Mar 11, 1994 to Feb 6, 2026
Mar 11, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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