Big Sky Industrial Inc Asy. MEM Volatility Analysis
Volatility prediction for Tuesday, July 21st, 2026
1 Day
81.57%
decreased by 0.57%
1 Week
82.64%
increased by 0.50%
1 Month
86.72%
increased by 4.58%
Analysis last updated: Monday, July 20, 2026 at 09:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 1, 1990 to Jul 17, 2026Model Insight
With persistence 0.997, volatility shocks have a half-life of 246 trading days (~1.0 years), close to a unit root, so long-run forecasts are highly sensitive to this estimate.
Inverse leverage: Positive returns increase volatility 14% more than negative returns
μ
AMEM Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 0.4241 | 25.39*** |
α ARCH Response to squared shocks | 0.1988 | 41.95*** |
β GARCH Volatility persistence | 0.8110 | 308.58*** |
γ leverage Additional response to negative shocks | -0.0251 | -3.40*** |
Persistence:
0.997
Half-life:
246 days
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