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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 1, 1990 to Aug 14, 2026Model 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
| Parameter | Value | t-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
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