AvalonBay Communities Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.13% (-2.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9766 | 6.82 | |
| 0.1184 | 10.18 | |
| 0.8355 | 57.24 | |
| 0.0192 | 1.43 | |
| -0.0061 | -0.32 | |
| -0.0482 | -3.86 | |
| 0.0715 | 4.95 | |
| -0.0644 | -3.07 |
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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