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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Avon Technologies PLC APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 30, 2020 to Jul 3, 2026

Model 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

Tap to view equation

ParameterValuet-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