AvalonBay Communities Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:26.72% (-1.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9863 | 6.71 | |
| 0.1178 | 10.31 | |
| 0.8386 | 59.25 | |
| 0.0200 | 1.47 | |
| -0.0089 | -0.46 | |
| -0.0422 | -3.43 | |
| 0.0601 | 4.87 | |
| -0.0401 | -4.44 |
Estimation Period:
Mar 11, 1994 to Feb 13, 2026
Mar 11, 1994 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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