V-Lab
BOYD GROUP SERVICES INC Asy. Power MEM Volatility Analysis
Volatility prediction for Thursday, September 10th, 2026
1 Day
36.48%
1 Week
36.65%
1 Month
37.32%
Analysis last updated: Wednesday, September 9, 2026 at 09:32 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 30, 2025 to Sep 4, 2026Model Insight
With persistence 0.995, volatility shocks have a half-life of 147 trading days (~0.6 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate. The volatility power δ = 0.50 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.
APMEM Model
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| Param | Value | t-stat |
|---|---|---|
| ωconst | 0.0089 | 2.01** |
| αARCH | 0.0133 | 0.76 |
| βGARCH | 0.9867 | 37.35*** |
| γleverage | 0.9709 | 1.08 |
| δpower | 0.5000 | 0.72 |
0.995
Persistence147d
Half-lifeAPMEM Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.0089 | 2.01** |
α ARCH Response to squared shocks | 0.0133 | 0.76 |
β GARCH Volatility persistence | 0.9867 | 37.35*** |
γ leverage Additional response to negative shocks | 0.9709 | 1.08 |
δ power Transformation power | 0.5000 | 0.72 |
Persistence:
0.995
Half-life:
147 days
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