V-Lab
BOYD GROUP SERVICES INC GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, July 27th, 2026
1 Day
38.47%
decreased by 0.76%
1 Week
38.53%
decreased by 0.70%
1 Month
38.74%
decreased by 0.49%
Analysis last updated: Friday, July 24, 2026 at 10:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 30, 2025 to Jul 24, 2026Model Insight
Volatility shocks decay with a half-life of 31 trading days, meaning a shock loses half its impact after approximately 31 days. Returns follow a Student-t distribution with v = 3.12 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 6.2953 | 4.84*** |
α ARCH Response to squared shocks | 0.0437 | 6.83*** |
β GARCH Volatility persistence | 0.9776 | 142.67*** |
ν DF Student-t tail thickness | 3.1237 | 9.68*** |
Persistence:
0.978
Half-life:
31 days
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