Moreld AS Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 20th, 2026
1 Day
26.84%
unchanged at 0.00%
1 Week
26.84%
unchanged at 0.00%
1 Month
26.84%
unchanged at 0.00%
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
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 20 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8526 | 1.84* |
α ARCH Response to squared shocks | 0.0000 | 0.00 |
β GARCH Volatility persistence | 0.9657 | 15.84*** |
Spline Coefficients
K=1
| γ1 | -1.0323 | -1.09 |
Persistence:
0.966
Half-life:
20 days
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