V-Lab
Big Sky Industrial Inc GAS-GARCH Student T Volatility Analysis
Volatility prediction for Monday, August 10th, 2026
1 Day
58.74%
decreased by 3.90%
1 Week
60.13%
decreased by 2.51%
1 Month
64.85%
increased by 2.21%
Analysis last updated: Friday, August 7, 2026 at 09:21 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jan 1, 1990 to Aug 7, 2026Model 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
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 33.2553 | 5.06*** |
α ARCH Response to squared shocks | 0.0899 | 39.01*** |
β GARCH Volatility persistence | 0.9830 | 291.51*** |
ν DF Student-t tail thickness | 4.0287 | 15.44*** |
Persistence:
0.983
Half-life:
40 days
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