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V-Lab
AvalonBay Communities Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, December 16th, 2025:15.30% (-0.49%)
Analysis last updated: Monday, December 15, 2025 at 10:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AvalonBay Communities Inc MF2-GARCH
paramt-stat
m66
α0.057220.26
β0.8087143.61
γ0.120721.21
λ10.02066.03
λ20.05065.51
λ30.939485.42
Estimation Period:
Mar 11, 1994 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts