Avon Technologies PLC AGARCH Volatility Analysis
Volatility prediction for Friday, July 10th, 2026
1 Day
50.71%
increased by 0.22%
1 Week
54.22%
increased by 3.73%
1 Month
55.09%
increased by 4.60%
Analysis last updated: Friday, July 10, 2026 at 07:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 30, 2020 to Jul 3, 2026σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 9.6050 | 28.54*** |
α ARCH Response to squared shocks | 0.1695 | 11.15*** |
β GARCH Volatility persistence | 0.0396 | 4.92*** |
γ leverage Additional response to negative shocks | 0.2791 | 0.83 |
Persistence:
0.209
Half-life:
0 days
Other Avon Technologies PLC Analyses
Other AGARCH Analyses on International Equities