AvalonBay Communities Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.25% (-1.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0575 | 20.53 | |
| 0.8108 | 146.44 | |
| 0.1199 | 21.32 | |
| 0.0197 | 6.17 | |
| 0.0479 | 5.62 | |
| 0.9428 | 92.51 |
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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