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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

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 31, 2026

Model 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

ParameterValuet-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