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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Big Digital Energy Inc SGARCH

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

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

ParameterValuet-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***
γi Spline Coefficients
K=9
γ1-2.6612
-1.90*
γ25.4436
2.43**
γ3-5.4054
-3.44***
γ44.4352
4.07***
γ5-2.7621
-3.36***
γ62.0787
2.37**
γ7-1.6202
-1.29
γ80.1074
0.05
γ91.0188
0.31

Persistence:

0.738

Half-life:

2 days