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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 28, 2004 to Jul 17, 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 = 2.61 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 | 1,139.8680 | 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
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