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{name} Model Equation

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Param	Value	t-stat
ωconst	0.8269	3.68***
αARCH	0.1870	5.13***
βGARCH	0.8126	21.41***

γ₁	0.6248	0.19
γ₂	-1.0939	-0.28
γ₃	0.8504	0.73
γ₄	-0.7589	-0.99
γ₅	0.3938	0.56
γ₆	-0.4386	-0.55
γ₇	2.4812	2.60***
γ₈	-3.9496	-2.65***
γ₉	3.0318	1.31

Parameter	Value	t-statistic
ω const Unconditional variance weight	0.8269	3.68***
α ARCH Response to squared shocks	0.1870	5.13***
β GARCH Volatility persistence	0.8126	21.41***

γ₁	0.6248	0.19
γ₂	-1.0939	-0.28
γ₃	0.8504	0.73
γ₄	-0.7589	-0.99
γ₅	0.3938	0.56
γ₆	-0.4386	-0.55
γ₇	2.4812	2.60***
γ₈	-3.9496	-2.65***
γ₉	3.0318	1.31

V-Lab

Tingo Group Inc Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Tingo Group Inc Analyses