Avon Products Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, January 6th, 2020):
1 Day
35.12%
1 Week
35.15%
1 Month
35.27%
Analysis last updated: Monday, March 1, 2021 at 09:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0254 | 9.90 | |
| 0.0168 | 11.97 | |
| 0.9690 | 711.48 | |
| 0.0197 | 8.72 |
Estimation Period:
Jan 2, 1990 to Jan 3, 2020
Jan 2, 1990 to Jan 3, 2020
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