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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

Date Range:

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to

6M ·

1Y ·

2Y ·

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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 Aug 7, 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 = 2.62 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

1,097.2890
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