Big Sky Industrial Inc EGARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
88.07%
increased by 4.37%
1 Week
89.16%
increased by 5.46%
1 Month
92.81%
increased by 9.11%
Analysis last updated: Thursday, June 18, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1267 | 22.37 | |
| 0.2094 | 38.45 | |
| 0.9667 | 560.10 | |
| 0.0086 | 1.18 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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