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V-Lab

Tingo Group Inc GJR-GARCH Volatility Analysis

High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful

Volatility prediction for Thursday, August 20th, 2026

1 Day

2,590.26%

decreased by 40.45%

1 Week

2,590.28%

decreased by 40.43%

1 Month

2,590.39%

decreased by 40.32%

Analysis last updated: Thursday, August 20, 2026 at 09:10 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Tingo Group Inc GJR-GARCH

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 1.000, volatility shocks have a half-life of 1386294 trading days (~5501.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.

Leverage: volatility responds almost entirely to negative shocks

σ

GJR-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.2634
0.66
α

ARCH

Response to squared shocks

0.0091
3.46***
β

GARCH

Volatility persistence

0.9695
231.54***
γ

leverage

Additional response to negative shocks

0.0428
4.82***

Persistence:

1.000

Half-life:

1386294 days