BOYD GROUP SERVICES INC GARCH Volatility Analysis
Volatility prediction for Monday, October 19th, 2026
1 Day
44.70%
decreased by 2.00%
1 Week
44.84%
decreased by 1.86%
1 Month
44.92%
decreased by 1.78%
Analysis last updated: Friday, October 16, 2026 at 10:55 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 30, 2025 to Oct 16, 2026Model Insight
Volatility shocks decay with a half-life of 1 trading day, meaning a shock loses half its impact after approximately 1 day.
σ
GARCH Model
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Shock decay: Shocks decay with a 1-day half-life
| Param | Value | t-stat |
|---|---|---|
| ωconst | 3.3768 | 1.20 |
| αARCH | 0.0529 | 1.07 |
| βGARCH | 0.5258 | 1.51 |
0.579
Persistence1d
Half-lifeσ
GARCH Model
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| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 3.3768 | 1.20 |
α ARCH Response to squared shocks | 0.0529 | 1.07 |
β GARCH Volatility persistence | 0.5258 | 1.51 |
Persistence:
0.579
Half-life:
1 days
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