AvalonBay Communities Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:20.44% (+0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0582 | 20.64 | |
| 0.8078 | 143.74 | |
| 0.1198 | 21.15 | |
| 0.0203 | 6.06 | |
| 0.0497 | 5.55 | |
| 0.9404 | 87.63 |
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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