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V-Lab

BOYD GROUP SERVICES INC GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, August 24th, 2026

1 Day

58.62%

increased by 2.82%

1 Week

58.22%

increased by 2.42%

1 Month

56.75%

increased by 0.95%

Analysis last updated: Friday, August 21, 2026 at 10:29 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 21, 2026

Model Insight

Volatility shocks decay with a half-life of 41 trading days, meaning a shock loses half its impact after approximately 41 days. Returns follow a Student-t distribution with v = 2.97 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

7.9254
5.73***
α

ARCH

Response to squared shocks

0.0420
8.22***
β

GARCH

Volatility persistence

0.9834
246.28***
ν

DF

Student-t tail thickness

2.9664
16.91***

Persistence:

0.983

Half-life:

41 days