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V-Lab

Big Sky Industrial Inc EGARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

85.63%

increased by 2.45%

1 Week

86.84%

increased by 3.66%

1 Month

90.95%

increased by 7.77%

Analysis last updated: Friday, August 14, 2026 at 09:19 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Big Sky Industrial Inc EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 1, 1990 to Aug 14, 2026

Model Insight

Volatility shocks decay with a half-life of 21 trading days, meaning a shock loses half its impact after approximately 21 days.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.1259
22.43***
α

ARCH

Response to squared shocks

0.2073
38.25***
β

GARCH

Volatility persistence

0.9669
566.13***
γ

leverage

Additional response to negative shocks

0.0089
1.22

Persistence:

0.967

Half-life:

21 days