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{name} Model Equation

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Param	Value	t-stat
ωconst	7.2033	4.51***
αARCH	0.0934	1.17
βGARCH	0.0000	0.00
γleverage	-1.1904	-0.45

Parameter	Value	t-statistic
ω const Unconditional variance weight	7.2033	4.51***
α ARCH Response to squared shocks	0.0934	1.17
β GARCH Volatility persistence	0.0000	0.00
γ leverage Additional response to negative shocks	-1.1904	-0.45

V-Lab

BOYD GROUP SERVICES INC AGARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other BOYD GROUP SERVICES INC Analyses