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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7668	7.61***
α ARCH Response to squared shocks	0.1081	7.58***
β GARCH Volatility persistence	0.8494	43.82***

γ₁	-0.0037	-0.19
γ₂	-0.0329	-1.04
γ₃	0.0712	2.21**
γ₄	-0.0521	-1.34
γ₅	0.0477	1.47
γ₆	-0.0763	-3.02***
γ₇	0.0686	3.34***

V-Lab

Big Sky Industrial Inc Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

Parameter Estimates

Other Big Sky Industrial Inc Analyses