Moreld AS AGARCH Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
35.16%
decreased by 0.67%
1 Week
35.97%
increased by 0.14%
1 Month
37.31%
increased by 1.48%
Analysis last updated: Wednesday, July 15, 2026 at 06:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 27, 2024 to Jul 10, 2026Model Insight
Volatility shocks decay with a half-life of 4 trading days, meaning a shock loses half its impact after approximately 4 days.
σ
AGARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8313 | 6.34*** |
α ARCH Response to squared shocks | 0.0796 | 6.48*** |
β GARCH Volatility persistence | 0.7730 | 22.50*** |
γ leverage Additional response to negative shocks | 0.5459 | 1.26 |
Persistence:
0.853
Half-life:
4 days
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