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{name} Model Equation

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Parameter	Value	t-statistic
m window Rolling window length	116
α ARCH Response to squared shocks	0.1297	27.11***
β GARCH Volatility persistence	0.7770	111.73***
γ leverage Additional response to negative shocks	-0.0163	-2.26**
λ₁ tau intercept Baseline long-term coefficient	2.3708	1.34
λ₂ forecast adj. Forecast performance sensitivity	0.3558	1.48
λ₃ tau persistence Long-term factor persistence	0.5663	1.87*

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Big Sky Industrial Inc MF2-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Big Sky Industrial Inc Analyses