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V-Lab

Goodtech ASA GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

38.32%

decreased by 0.03%

1 Week

38.18%

decreased by 0.17%

1 Month

37.67%

decreased by 0.68%

Analysis last updated: Sunday, July 26, 2026 at 12:03 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of Goodtech ASA GJR-GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 3, 2020 to Jul 24, 2026

Model Insight

This asset shows a rare inverse leverage effect: volatility responds almost entirely to positive returns, rising far more after gains than after losses. This is the reverse of the usual leverage effect, rare among risky assets.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.0839
3.97***
α

ARCH

Response to squared shocks

0.0132
2.86***
β

GARCH

Volatility persistence

0.9753
380.22***
γ

leverage

Additional response to negative shocks

-0.0132
-2.31**

Persistence:

0.982

Half-life:

38 days