Avon Products Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, January 6th, 2020):
1 Day
36.34%
1 Week
36.63%
1 Month
37.76%
Analysis last updated: Monday, March 1, 2021 at 08:12 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0208 | 8.28 | |
| 0.0849 | 25.18 | |
| 0.9922 | 1,194.00 | |
| -0.0280 | -8.99 |
Estimation Period:
Jan 2, 1990 to Jan 3, 2020
Jan 2, 1990 to Jan 3, 2020
Other EGARCH Analyses on Equities