V-Lab
Avon Technologies PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, October 7th, 2026
1 Day
36.78%
decreased by 1.00%
1 Week
38.22%
increased by 0.44%
1 Month
38.54%
increased by 0.76%
Analysis last updated: Wednesday, October 7, 2026 at 06:40 PM UTC
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News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 30, 2020 to Oct 2, 2026Model Insight
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
Time-varying baseline: volatility reverts to a slowly-shifting spline trend
| Param | Value | t-stat |
|---|---|---|
| ωconst | 1.6959 | 5.05*** |
| αARCH | 0.1098 | 2.70*** |
| βGARCH | 0.0000 | 0.00 |
Spline Coefficients
K=10
| γ1 | -0.3311 | -0.16 |
| γ2 | 3.6463 | 1.07 |
| γ3 | -5.7379 | -1.57 |
| γ4 | 1.0671 | 0.24 |
| γ5 | 4.0221 | 1.10 |
| γ6 | -2.9387 | -1.10 |
| γ7 | -1.1834 | -0.42 |
| γ8 | 3.7307 | 1.31 |
| γ9 | -4.7028 | -1.99** |
| γ10 | 3.4949 | 2.40** |
0.110
Persistence0d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.6959 | 5.05*** |
α ARCH Response to squared shocks | 0.1098 | 2.70*** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=10
| γ1 | -0.3311 | -0.16 |
| γ2 | 3.6463 | 1.07 |
| γ3 | -5.7379 | -1.57 |
| γ4 | 1.0671 | 0.24 |
| γ5 | 4.0221 | 1.10 |
| γ6 | -2.9387 | -1.10 |
| γ7 | -1.1834 | -0.42 |
| γ8 | 3.7307 | 1.31 |
| γ9 | -4.7028 | -1.99** |
| γ10 | 3.4949 | 2.40** |
Persistence:
0.110
Half-life:
0 days
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