Avon Technologies PLC EGARCH Volatility Analysis
Volatility prediction for Friday, July 10th, 2026
1 Day
53.58%
increased by 4.03%
1 Week
55.08%
increased by 5.53%
1 Month
55.53%
increased by 5.98%
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 1 trading day, meaning a shock loses half its impact after approximately 1 day.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.7721 | 7.30*** |
α ARCH Response to squared shocks | 0.2748 | 12.95*** |
β GARCH Volatility persistence | 0.2938 | 3.15*** |
γ leverage Additional response to negative shocks | 0.0158 | 0.59 |
Persistence:
0.294
Half-life:
1 days
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