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V-Lab

Big Sky Industrial Inc MF2-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

69.56%

decreased by 3.29%

1 Week

73.01%

increased by 0.16%

1 Month

80.73%

increased by 7.88%

Analysis last updated: Tuesday, August 25, 2026 at 09:15 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Big Sky Industrial Inc MF2-GARCH

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 7 trading days, meaning a shock loses half its impact after approximately 7 days.

σ

MF2-GARCH Model

Tap to view equation

ParameterValuet-statistic
m

window

Rolling window length

116
α

ARCH

Response to squared shocks

0.1203
24.47***
β

GARCH

Volatility persistence

0.7857
116.97***
γ

leverage

Additional response to negative shocks

-0.0120
-1.71*
λ₁

tau intercept

Baseline long-term coefficient

5.4020
0.35
λ₂

forecast adj.

Forecast performance sensitivity

0.8225
0.34
λ₃

tau persistence

Long-term factor persistence

0.0000
0.00

Persistence:

0.900

Half-life:

7 days