V-Lab
Tingo Group Inc AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Friday, September 4th, 2026
1 Day
1,110.47%
1 Week
1,250.80%
1 Month
2,178.37%
Analysis last updated: Friday, September 4, 2026 at 12:19 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 28, 2004 to Aug 28, 2026Model Insight
Estimated persistence of 1.119 is at or above 1 (non-stationary): volatility shocks do not decay and the long-run variance is undefined, so long-horizon forecasts should be treated with caution.
AGARCH Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0000 | 0.00 |
| αARCH | 0.3014 | 3.58*** |
| βGARCH | 0.8176 | 75.78*** |
| γleverage | 2.4819 | 1.76* |
1.119
Persistence-
Half-lifeAGARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0000 | 0.00 |
α ARCH Response to squared shocks | 0.3014 | 3.58*** |
β GARCH Volatility persistence | 0.8176 | 75.78*** |
γ leverage Additional response to negative shocks | 2.4819 | 1.76* |
Persistence:
1.119
Half-life:
-
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