Moreld AS GJR-GARCH Volatility Analysis
Volatility prediction for Thursday, May 21st, 2026
1 Day
34.66%
increased by 0.18%
1 Week
35.87%
increased by 1.39%
1 Month
37.65%
increased by 3.17%
Analysis last updated: Thursday, May 21, 2026 at 06:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0109 | 7.51 | |
| 0.0306 | 2.02 | |
| 0.7697 | 24.98 | |
| 0.0596 | 2.07 |
Estimation Period:
Dec 27, 2024 to May 15, 2026
Dec 27, 2024 to May 15, 2026
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