Avon Technologies PLC APARCH Volatility Analysis
Volatility prediction for Friday, July 10th, 2026
1 Day
52.33%
increased by 1.53%
1 Week
54.07%
increased by 3.27%
1 Month
55.99%
increased by 5.19%
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, 2026Model Insight
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days. The volatility power δ = 1.11 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
σ
APARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.0000 | 2.76*** |
α ARCH Response to squared shocks | 0.0859 | 7.26*** |
β GARCH Volatility persistence | 0.6881 | 11.39*** |
γ leverage Additional response to negative shocks | 0.0506 | 0.37 |
δ power Transformation power | 1.1096 | 5.70*** |
Persistence:
0.757
Half-life:
2 days
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