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V-Lab

BOYD GROUP SERVICES INC Asy. Power MEM Volatility Analysis

Volatility prediction for Thursday, September 10th, 2026

1 Day

36.48%

increased by 0.88%

1 Week

36.65%

increased by 1.05%

1 Month

37.32%

increased by 1.72%

Analysis last updated: Wednesday, September 9, 2026 at 09:32 PM UTC

Date Range:

from

to

6M ·

All

graph of BOYD GROUP SERVICES INC APMEM

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 30, 2025 to Sep 4, 2026

Model 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.

μ

APMEM Model

Tap to view equation

High persistence: persistence 0.995, shock half-life ~147 daysδ = 0.50 · sub-quadratic power
ParamValuet-stat
ωconst0.0089
2.01**
αARCH0.0133
0.76
βGARCH0.9867
37.35***
γleverage0.9709
1.08
δpower0.5000
0.72

0.995

Persistence

147d

Half-life
μ

APMEM Model

Tap to view equation

ParameterValuet-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