V-Lab: Avon Products Inc GAS-GARCH Student T Volatility Analysis

V-Lab

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V-Lab

Avon Products Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, January 6th, 2020:38.45% (-1.51%)

Analysis last updated: Monday, March 1, 2021 at 07:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	6.2560	3.35
$α$	0.0604	47.75
$β$	0.9938	556.75
$ν$	4	21.96

Estimation Period:
Jan 2, 1990 to Jan 3, 2020