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V-Lab

Big Sky Industrial Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

53.74%

decreased by 3.14%

1 Week

55.44%

decreased by 1.44%

1 Month

61.12%

increased by 4.24%

Analysis last updated: Friday, July 10, 2026 at 09:32 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Big Sky Industrial Inc GAS-GARCH-T

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jan 1, 1990 to Jul 10, 2026

Model Insight

Volatility shocks decay with a half-life of 40 trading days, meaning a shock loses half its impact after approximately 40 days. Returns follow a Student-t distribution with v = 4.03 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

33.3480
5.06***
α

ARCH

Response to squared shocks

0.0905
39.06***
β

GARCH

Volatility persistence

0.9829
290.29***
ν

DF

Student-t tail thickness

4.0253
15.52***

Persistence:

0.983

Half-life:

40 days