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%
1 Week
2,590.28%
1 Month
2,590.39%
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 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
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-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
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