Big Digital Energy Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 22nd, 2026
1 Day
137.27%
decreased by 8.85%
1 Week
145.96%
decreased by 0.16%
1 Month
154.03%
increased by 7.91%
Analysis last updated: Tuesday, July 21, 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 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 2 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.8002 | 2.80*** |
α ARCH Response to squared shocks | 0.2104 | 4.95*** |
β GARCH Volatility persistence | 0.5165 | 5.93*** |
Spline Coefficients
K=9
| γ1 | -2.5306 | -1.87* |
| γ2 | 5.2151 | 2.42** |
| γ3 | -5.2373 | -3.44*** |
| γ4 | 4.3355 | 4.05*** |
| γ5 | -2.7319 | -3.46*** |
| γ6 | 2.1256 | 2.69*** |
| γ7 | -1.8028 | -1.87* |
| γ8 | 0.4899 | 0.33 |
| γ9 | 0.2723 | 0.19 |
Persistence:
0.727
Half-life:
2 days
Other Big Digital Energy Inc Analyses
Other Zero Slope Spline-GARCH Analyses on Equities