V-Lab
V-Lab
Avon Products Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, January 6th, 2020:35.12% (-0.35%)

Analysis last updated: Monday, March 1, 2021 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Avon Products Inc GJR-GARCH
paramt-stat
ω0.02549.90
α0.016811.97
β0.9690711.48
γ0.01978.72
Estimation Period:
Jan 2, 1990 to Jan 3, 2020
Impact of return on volatility tomorrow
Volatility Forecasts