AvalonBay Communities Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:17.07% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9810 | 6.68 | |
| 0.1179 | 10.26 | |
| 0.8382 | 58.81 | |
| 0.0193 | 1.40 | |
| -0.0071 | -0.36 | |
| -0.0445 | -3.56 | |
| 0.0614 | 4.89 | |
| -0.0401 | -4.35 |
Estimation Period:
Mar 11, 1994 to Dec 12, 2025
Mar 11, 1994 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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