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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

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 Jul 17, 2026

Model 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

ParameterValuet-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***
γi Spline Coefficients
K=10
γ14.8846
2.88***
γ2-6.1485
-2.70***
γ31.8141
1.53
γ4-0.7540
-0.58
γ50.0120
0.01
γ60.1040
0.09
γ70.1953
0.24
γ81.4342
2.36**
γ9-2.9810
-3.31***
γ101.4195
1.55

Persistence:

0.984

Half-life:

44 days