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{name} Model Equation

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Spline Coefficients

Value at Risk (VaR) estimates the maximum loss at a given confidence level. Expected Shortfall (ES) estimates the average loss beyond VaR.

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Param	Value	t-stat
ωconst	1.4972	1.87*
αARCH	0.0000	0.00
βGARCH	0.7661	0.59

γ₁	90.6575	3.98***
γ₂	-133.1445	-4.26***
γ₃	56.8110	2.67***
γ₄	-18.2811	-1.26

Parameter	Value	t-statistic
ω const Unconditional variance weight	1.4972	1.87*
α ARCH Response to squared shocks	0.0000	0.00
β GARCH Volatility persistence	0.7661	0.59

γ₁	90.6575	3.98***
γ₂	-133.1445	-4.26***
γ₃	56.8110	2.67***
γ₄	-18.2811	-1.26

V-Lab

BOYD GROUP SERVICES INC Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other BOYD GROUP SERVICES INC Analyses