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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 3, 2020 to Jul 24, 2026Model 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
| Parameter | Value | t-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
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