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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.9509	6.93***
α ARCH Response to squared shocks	0.1226	2.80***
β GARCH Volatility persistence	0.2766	1.15

γ₁	2.0055	4.48***
γ₂	-3.3870	-4.72***
γ₃	2.4188	3.90***
γ₄	-1.3535	-2.23**
γ₅	0.0974	0.12

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Avon Technologies PLC Spline-GARCH Volatility Analysis

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