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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 30, 2020 to Jul 17, 2026Model 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
| Parameter | Value | t-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
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