V-Lab
Big Sky Industrial Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Thursday, August 6th, 2026
1 Day
67.75%
decreased by 5.04%
1 Week
68.68%
decreased by 4.11%
1 Month
71.93%
decreased by 0.86%
Analysis last updated: Wednesday, August 5, 2026 at 09:16 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 1, 1990 to Jul 31, 2026Model Insight
Volatility shocks decay with a half-life of 41 trading days, meaning a shock loses half its impact after approximately 41 days. Returns follow a Student-t distribution with v = 4.02 degrees of freedom, capturing fatter tails than a normal distribution.
𝑓
GAS-GARCH-T Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 33.4628 | 5.02*** |
α ARCH Response to squared shocks | 0.0896 | 39.11*** |
β GARCH Volatility persistence | 0.9831 | 291.99*** |
ν DF Student-t tail thickness | 4.0177 | 15.52*** |
Persistence:
0.983
Half-life:
41 days
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