Avon Technologies PLC GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, July 14th, 2026
1 Day
60.98%
increased by 4.90%
1 Week
61.40%
increased by 5.32%
1 Month
62.63%
increased by 6.55%
Analysis last updated: Tuesday, July 14, 2026 at 06:28 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 14 trading days, meaning a shock loses half its impact after approximately 14 days. Returns follow a Student-t distribution with v = 2.65 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 17.0280 | 2.63*** |
α ARCH Response to squared shocks | 0.0778 | 11.77*** |
β GARCH Volatility persistence | 0.9529 | 51.89*** |
ν DF Student-t tail thickness | 2.6549 | 10.59*** |
Persistence:
0.953
Half-life:
14 days
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