Bewi Invest ASA AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, May 21st, 2026
1 Day
57.63%
decreased by 3.85%
1 Week
63.99%
increased by 2.51%
1 Month
94.04%
increased by 32.56%
Analysis last updated: Thursday, May 21, 2026 at 08:28 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.3406 | -0.77 | |
| 0.2078 | 10.70 | |
| 0.8531 | 95.23 | |
| -2.1728 | -3.43 |
Estimation Period:
Dec 21, 2020 to May 15, 2026
Dec 21, 2020 to May 15, 2026
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