BEVEST ASA GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 23rd, 2026
1 Day
65.95%
decreased by 0.45%
1 Week
66.12%
decreased by 0.28%
1 Month
66.74%
increased by 0.34%
Analysis last updated: Tuesday, June 23, 2026 at 07:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1206 | 3.36 | |
| 0.0229 | 1.82 | |
| 0.9757 | 184.45 | |
| -0.0063 | -0.38 |
Estimation Period:
Dec 21, 2020 to Jun 19, 2026
Dec 21, 2020 to Jun 19, 2026
Other GJR-GARCH Analyses on International Equities