V-Lab
Tingo Group Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, August 20th, 2026
1 Day
1,880.43%
decreased by 241.24%
1 Week
1,878.69%
decreased by 242.98%
1 Month
1,871.80%
decreased by 249.87%
Analysis last updated: Thursday, August 20, 2026 at 09:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 28, 2004 to Aug 7, 2026Model Insight
With persistence 0.999, volatility shocks have a half-life of 693 trading days (~2.7 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. Returns follow a Student-t distribution with v = 2.62 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1,097.2890 | 7.91*** |
α ARCH Response to squared shocks | 0.0995 | 93.58*** |
β GARCH Volatility persistence | 0.9990 | 8,325.00*** |
ν DF Student-t tail thickness | 2.6163 | 209.07*** |
Persistence:
0.999
Half-life:
693 days
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