Big Sky Industrial Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
83.13%
increased by 3.65%
1 Week
83.83%
increased by 4.35%
1 Month
86.26%
increased by 6.78%
Analysis last updated: Thursday, June 18, 2026 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7052 | 18.32 | |
| 0.0966 | 17.47 | |
| 0.8823 | 222.41 | |
| 0.0078 | 0.80 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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