Moreld AS GARCH Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
37.17%
decreased by 0.06%
1 Week
37.35%
increased by 0.12%
1 Month
37.69%
increased by 0.46%
Analysis last updated: Saturday, July 18, 2026 at 11:05 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 5 trading days, meaning a shock loses half its impact after approximately 5 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.7021 | 6.97*** |
α ARCH Response to squared shocks | 0.0606 | 7.35*** |
β GARCH Volatility persistence | 0.8167 | 38.34*** |
Persistence:
0.877
Half-life:
5 days
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