V-Lab
Tingo Group Inc Zero Slope Spline-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
1,929.35%
decreased by 182.53%
1 Week
1,967.56%
decreased by 144.32%
1 Month
2,113.51%
increased by 1.63%
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 57762 trading days (~229.2 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.8358 | 0.01 |
α ARCH Response to squared shocks | 0.1821 | 0.00 |
β GARCH Volatility persistence | 0.8179 | 0.01 |
Spline Coefficients
K=9
| γ1 | -0.6235 | 0.00 |
| γ2 | 0.1148 | 0.00 |
| γ3 | 0.8932 | 0.00 |
| γ4 | -0.7377 | 0.00 |
| γ5 | 0.3365 | 0.00 |
| γ6 | -0.3934 | 0.00 |
| γ7 | 2.4057 | 0.01 |
| γ8 | -3.5855 | -0.01 |
| γ9 | 1.6733 | 0.01 |
Persistence:
1.000
Half-life:
57762 days
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