Big Digital Energy Inc Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, July 15th, 2026
1 Day
133.94%
decreased by 7.81%
1 Week
146.37%
increased by 4.62%
1 Month
158.11%
increased by 16.36%
Analysis last updated: Tuesday, July 14, 2026 at 09:15 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
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
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.7839 | 2.73*** |
α ARCH Response to squared shocks | 0.2123 | 4.92*** |
β GARCH Volatility persistence | 0.5256 | 5.99*** |
Spline Coefficients
K=9
| γ1 | -2.6612 | -1.90* |
| γ2 | 5.4436 | 2.43** |
| γ3 | -5.4054 | -3.44*** |
| γ4 | 4.4352 | 4.07*** |
| γ5 | -2.7621 | -3.36*** |
| γ6 | 2.0787 | 2.37** |
| γ7 | -1.6202 | -1.29 |
| γ8 | 0.1074 | 0.05 |
| γ9 | 1.0188 | 0.31 |
Persistence:
0.738
Half-life:
2 days
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