Avon Products Inc APARCH Volatility Analysis
Inactive
Last recorded values (Monday, January 6th, 2020):
1 Day
37.30%
1 Week
37.91%
1 Month
40.27%
Analysis last updated: Saturday, January 4, 2020 at 12:46 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0226 | 16.22 | |
| 0.0562 | 23.46 | |
| 0.9438 | 424.94 | |
| 0.3246 | 7.44 | |
| 0.5000 | 14.60 |
Estimation Period:
Jan 2, 1990 to Jan 3, 2020
Jan 2, 1990 to Jan 3, 2020
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