Goodtech ASA AGARCH Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
39.41%
decreased by 0.16%
1 Week
39.29%
decreased by 0.28%
1 Month
39.26%
decreased by 0.31%
Analysis last updated: Saturday, July 18, 2026 at 11:00 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 3, 2020 to Jul 17, 2026σ
AGARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.1583 | 42.12*** |
α ARCH Response to squared shocks | 0.1529 | 8.44*** |
β GARCH Volatility persistence | 0.0000 | 0.00 |
γ leverage Additional response to negative shocks | 0.3731 | 1.67* |
Persistence:
0.153
Half-life:
0 days
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