V-Lab
BOYD GROUP SERVICES INC GAS-GARCH Student T Volatility Analysis
Volatility prediction for Wednesday, August 12th, 2026
1 Day
45.34%
decreased by 0.34%
1 Week
45.21%
decreased by 0.47%
1 Month
44.74%
decreased by 0.94%
Analysis last updated: Tuesday, August 11, 2026 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 30, 2025 to Aug 7, 2026Model Insight
Volatility shocks decay with a half-life of 36 trading days, meaning a shock loses half its impact after approximately 36 days. Returns follow a Student-t distribution with v = 3.10 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 | 6.8766 | 5.07*** |
α ARCH Response to squared shocks | 0.0382 | 6.47*** |
β GARCH Volatility persistence | 0.9811 | 181.75*** |
ν DF Student-t tail thickness | 3.0960 | 10.55*** |
Persistence:
0.981
Half-life:
36 days
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