AvalonBay Communities Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:19.94% (+0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9878 | 6.73 | |
| 0.1184 | 10.35 | |
| 0.8376 | 59.03 | |
| 0.0203 | 1.50 | |
| -0.0098 | -0.51 | |
| -0.0408 | -3.35 | |
| 0.0585 | 4.79 | |
| -0.0391 | -4.37 |
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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