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V-Lab

Moreld AS APARCH Volatility Analysis

Volatility prediction for Tuesday, July 21st, 2026

1 Day

35.30%

decreased by 1.58%

1 Week

36.49%

decreased by 0.39%

1 Month

38.93%

increased by 2.05%

Analysis last updated: Tuesday, July 21, 2026 at 06:35 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Moreld AS APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Dec 27, 2024 to Jul 17, 2026

Model Insight

Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1897
10.80***
α

ARCH

Response to squared shocks

0.0848
7.76***
β

GARCH

Volatility persistence

0.8129
42.73***
γ

leverage

Additional response to negative shocks

0.2488
1.87*
δ

power

Transformation power

0.5000
8.26***

Persistence:

0.882

Half-life:

6 days