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V-Lab

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

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 3, 2026

Model 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

ParameterValuet-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