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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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Tingo Group Inc S0GARCH

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 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

ParameterValuet-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
γi Spline Coefficients
K=9
γ1-0.6235
0.00
γ20.1148
0.00
γ30.8932
0.00
γ4-0.7377
0.00
γ50.3365
0.00
γ6-0.3934
0.00
γ72.4057
0.01
γ8-3.5855
-0.01
γ91.6733
0.01

Persistence:

1.000

Half-life:

57762 days