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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Oct 30, 2025 to Aug 21, 2026Model 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
| Parameter | Value | t-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
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