Avon Products Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, January 6th, 2020):
1 Day
35.27%
1 Week
35.40%
1 Month
35.89%
Analysis last updated: Saturday, January 4, 2020 at 12:47 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0603 | 12.04 | |
| 0.0553 | 31.71 | |
| 0.9357 | 495.89 | |
| 0.2079 | 1.90 |
Estimation Period:
Jan 2, 1990 to Jan 3, 2020
Jan 2, 1990 to Jan 3, 2020
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