Avon Technologies PLC GARCH Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
49.75%
decreased by 0.17%
1 Week
52.62%
increased by 2.70%
1 Month
54.26%
increased by 4.34%
Analysis last updated: Saturday, July 18, 2026 at 10:39 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 30, 2020 to Jul 17, 2026Boundary Parameters
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
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 8.13*** |
α ARCH Response to squared shocks | 0.1049 | 9.62*** |
β GARCH Volatility persistence | 0.4757 | 10.07*** |
Persistence:
0.581
Half-life:
1 days
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