AvalonBay Communities Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:20.17% (+0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0567 | 23.50 | |
| 0.0637 | 20.59 | |
| 0.8674 | 313.47 | |
| 0.0912 | 12.71 |
Estimation Period:
Mar 11, 1994 to Mar 13, 2026
Mar 11, 1994 to Mar 13, 2026
News Impact Curve
Volatility Forecasts
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