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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Avon Technologies PLC EGARCH

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 1 trading day, meaning a shock loses half its impact after approximately 1 day.

σ

EGARCH Model

Tap to view equation

ParameterValuet-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