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V-Lab

Tingo Group Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, July 23rd, 2026

1 Day

2,117.38%

increased by 413.03%

1 Week

2,115.40%

increased by 411.05%

1 Month

2,107.51%

increased by 403.16%

Analysis last updated: Thursday, July 23, 2026 at 09:11 AM UTC

Date Range:

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to

6M ·

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10Y ·

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graph of Tingo Group Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 28, 2004 to Jul 17, 2026

Model 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 = 2.61 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1,139.8680
7.93***
α

ARCH

Response to squared shocks

0.1015
94.36***
β

GARCH

Volatility persistence

0.9990
8,325.00***
ν

DF

Student-t tail thickness

2.6101
212.06***

Persistence:

0.999

Half-life:

693 days