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EURO STOXX 50 Volatility Index

FTSE 100 Implied Volatility Index 30 Days

How illiquidity evolves over time

{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.6705	4.86***
α ARCH Response to squared shocks	0.1157	2.70***
β GARCH Volatility persistence	0.0000	0.00

γ₁	-0.7538	-0.34
γ₂	4.4260	1.20
γ₃	-6.1790	-1.54
γ₄	1.0985	0.23
γ₅	3.8073	1.04
γ₆	-2.0906	-0.78
γ₇	-2.3608	-0.82
γ₈	4.8096	1.66*
γ₉	-5.4811	-2.25**
γ₁₀	3.8529	2.70***

V-Lab

Avon Technologies PLC Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Avon Technologies PLC Analyses