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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

All

graph of Moreld AS EGARCH

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.

σ

EGARCH Model

Tap to view equation

ParameterValuet-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