Moreld AS EGARCH Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
34.59%
decreased by 1.15%
1 Week
35.68%
decreased by 0.06%
1 Month
37.97%
increased by 2.23%
Analysis last updated: Tuesday, July 21, 2026 at 06:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Dec 27, 2024 to Jul 17, 2026Model Insight
Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days.
σ
EGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.2166 | 8.28*** |
α ARCH Response to squared shocks | 0.1628 | 7.27*** |
β GARCH Volatility persistence | 0.8831 | 63.23*** |
γ leverage Additional response to negative shocks | -0.0432 | -1.76* |
Persistence:
0.883
Half-life:
6 days
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