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V-Lab

Big Sky Industrial Inc GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

57.04%

decreased by 4.33%

1 Week

58.53%

decreased by 2.84%

1 Month

63.57%

increased by 2.20%

Analysis last updated: Tuesday, August 25, 2026 at 09:14 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 Aug 21, 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 = 4.01 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

33.2902
5.03***
α

ARCH

Response to squared shocks

0.0897
38.93***
β

GARCH

Volatility persistence

0.9830
289.96***
ν

DF

Student-t tail thickness

4.0060
15.56***

Persistence:

0.983

Half-life:

40 days