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V-Lab

Big Digital Energy Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

130.86%

decreased by 6.60%

1 Week

142.30%

increased by 4.84%

1 Month

152.60%

increased by 15.14%

Analysis last updated: Friday, July 24, 2026 at 09:18 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Big Digital Energy Inc S0GARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Feb 22, 2012 to Jul 24, 2026

Model 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 2 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.7778
2.78***
α

ARCH

Response to squared shocks

0.2104
4.94***
β

GARCH

Volatility persistence

0.5132
5.85***
γi Spline Coefficients
K=9
γ1-2.5712
-1.90*
γ25.2633
2.45**
γ3-5.2468
-3.46***
γ44.3397
4.07***
γ5-2.7348
-3.48***
γ62.1227
2.70***
γ7-1.7908
-1.87*
γ80.4599
0.31
γ90.3061
0.22

Persistence:

0.724

Half-life:

2 days