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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

Date Range:

from

to

6M ·

All

graph of BOYD GROUP SERVICES INC GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Oct 30, 2025 to Jul 24, 2026

Model 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

ParameterValuet-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