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{name} Model Equation

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Param	Value	t-stat
ωconst	1.8685	2.10**
αARCH	0.3034	3.27***
βGARCH	0.4797	5.37***

γ₁	4.7322	5.56***
γ₂	-5.8213	-4.72***
γ₃	1.5268	1.82*
γ₄	-0.5546	-0.57
γ₅	0.0021	0.00
γ₆	-0.1625	-0.20
γ₇	0.5920	1.05
γ₈	1.0347	2.52**
γ₉	-2.7701	-5.04***
γ₁₀	1.4591	2.51**

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.8685	2.10**
α ARCH Response to squared shocks	0.3034	3.27***
β GARCH Volatility persistence	0.4797	5.37***

γ₁	4.7322	5.56***
γ₂	-5.8213	-4.72***
γ₃	1.5268	1.82*
γ₄	-0.5546	-0.57
γ₅	0.0021	0.00
γ₆	-0.1625	-0.20
γ₇	0.5920	1.05
γ₈	1.0347	2.52**
γ₉	-2.7701	-5.04***
γ₁₀	1.4591	2.51**

V-Lab

Tingo Group Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tingo Group Inc Analyses