V-Lab
Avon Technologies PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, September 15th, 2026
1 Day
39.20%
decreased by 9.23%
1 Week
40.69%
decreased by 7.74%
1 Month
41.01%
decreased by 7.42%
Analysis last updated: Wednesday, September 16, 2026 at 05:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 30, 2020 to Sep 14, 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 | 1.6880 | 5.03*** |
| αARCH | 0.1082 | 2.62*** |
| βGARCH | 0.0000 | 0.00 |
Spline Coefficients
K=10
| γ1 | -0.4848 | -0.23 |
| γ2 | 3.9319 | 1.13 |
| γ3 | -5.9032 | -1.57 |
| γ4 | 1.0791 | 0.24 |
| γ5 | 3.9654 | 1.09 |
| γ6 | -2.6725 | -1.00 |
| γ7 | -1.5905 | -0.56 |
| γ8 | 4.1557 | 1.45 |
| γ9 | -5.0460 | -2.09** |
| γ10 | 3.6766 | 2.48** |
0.108
Persistence0d
Half-lifeτ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.6880 | 5.03*** |
α ARCH Response to squared shocks | 0.1082 | 2.62*** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
Spline Coefficients
K=10
| γ1 | -0.4848 | -0.23 |
| γ2 | 3.9319 | 1.13 |
| γ3 | -5.9032 | -1.57 |
| γ4 | 1.0791 | 0.24 |
| γ5 | 3.9654 | 1.09 |
| γ6 | -2.6725 | -1.00 |
| γ7 | -1.5905 | -0.56 |
| γ8 | 4.1557 | 1.45 |
| γ9 | -5.0460 | -2.09** |
| γ10 | 3.6766 | 2.48** |
Persistence:
0.108
Half-life:
0 days
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