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V-Lab

Moreld AS GJR-GARCH Volatility Analysis

Volatility prediction for Monday, July 20th, 2026

1 Day

35.71%

decreased by 0.09%

1 Week

36.28%

increased by 0.48%

1 Month

37.24%

increased by 1.44%

Analysis last updated: Saturday, July 18, 2026 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

All

graph of Moreld AS GJR-GARCH

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 4 trading days, meaning a shock loses half its impact after approximately 4 days.

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.8359
7.38***
α

ARCH

Response to squared shocks

0.0451
2.68***
β

GARCH

Volatility persistence

0.7884
28.85***
γ

leverage

Additional response to negative shocks

0.0399
1.46

Persistence:

0.853

Half-life:

4 days