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V-Lab

Avon Technologies PLC GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 20th, 2026

1 Day

52.73%

decreased by 1.87%

1 Week

53.89%

decreased by 0.71%

1 Month

57.23%

increased by 2.63%

Analysis last updated: Saturday, July 18, 2026 at 10:40 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Avon Technologies PLC GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 30, 2020 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 15 trading days, meaning a shock loses half its impact after approximately 15 days. Returns follow a Student-t distribution with v = 2.66 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

16.7876
2.61***
α

ARCH

Response to squared shocks

0.0750
12.08***
β

GARCH

Volatility persistence

0.9555
54.68***
ν

DF

Student-t tail thickness

2.6616
10.61***

Persistence:

0.956

Half-life:

15 days