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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Feb 22, 2012 to Jul 10, 2026Model 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
| Parameter | Value | t-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
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