Avon Products Inc GARCH Volatility Analysis
Inactive
Last recorded values (Monday, January 6th, 2020):
1 Day
36.92%
1 Week
36.96%
1 Month
37.15%
Analysis last updated: Monday, March 1, 2021 at 08:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0391 | 12.42 | |
| 0.0399 | 25.05 | |
| 0.9543 | 527.79 |
Estimation Period:
Jan 2, 1990 to Jan 3, 2020
Jan 2, 1990 to Jan 3, 2020
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