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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7365	5.89***
α ARCH Response to squared shocks	0.1107	7.95***
β GARCH Volatility persistence	0.8454	47.48***

γ₁	-0.0241	-0.36
γ₂	0.0136	0.13
γ₃	-0.0173	-0.25
γ₄	0.0334	0.63
γ₅	0.0558	0.91
γ₆	-0.1410	-1.46
γ₇	0.1673	1.61
γ₈	-0.1466	-1.69*
γ₉	0.0339	0.34
γ₁₀	0.0592	0.73

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Big Sky Industrial Inc Zero Slope Spline-GARCH Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

Other Big Sky Industrial Inc Analyses