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V-Lab

Big Digital Energy Inc GARCH Volatility Analysis

Volatility prediction for Wednesday, July 15th, 2026

1 Day

143.40%

decreased by 3.48%

1 Week

146.06%

decreased by 0.82%

1 Month

156.02%

increased by 9.14%

Analysis last updated: Tuesday, July 14, 2026 at 09:14 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Big Digital Energy Inc GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 22, 2012 to Jul 10, 2026

Model Insight

With persistence 0.996, volatility shocks have a half-life of 177 trading days (~0.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

σ

GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.8562
4.65***
α

ARCH

Response to squared shocks

0.0712
11.05***
β

GARCH

Volatility persistence

0.9249
117.12***

Persistence:

0.996

Half-life:

177 days