V-Lab
Tingo Group Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Thursday, July 23rd, 2026
1 Day
5,417.60%
increased by 1,763.76%
1 Week
5,398.28%
increased by 1,744.44%
1 Month
5,328.04%
increased by 1,674.20%
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
This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 44 trading days.
τ
Zero Slope Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 4.1467 | 2.71*** |
α ARCH Response to squared shocks | 0.3954 | 6.42*** |
β GARCH Volatility persistence | 0.5888 | 10.87*** |
Spline Coefficients
K=10
| γ1 | 4.8846 | 2.88*** |
| γ2 | -6.1485 | -2.70*** |
| γ3 | 1.8141 | 1.53 |
| γ4 | -0.7540 | -0.58 |
| γ5 | 0.0120 | 0.01 |
| γ6 | 0.1040 | 0.09 |
| γ7 | 0.1953 | 0.24 |
| γ8 | 1.4342 | 2.36** |
| γ9 | -2.9810 | -3.31*** |
| γ10 | 1.4195 | 1.55 |
Persistence:
0.984
Half-life:
44 days
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