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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

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 Aug 7, 2026

Model 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

ParameterValuet-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