AvalonBay Communities Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.95% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9855 | 6.71 | |
| 0.1180 | 10.31 | |
| 0.8382 | 59.05 | |
| 0.0199 | 1.46 | |
| -0.0086 | -0.45 | |
| -0.0426 | -3.45 | |
| 0.0604 | 4.89 | |
| -0.0402 | -4.46 |
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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