Big Sky Industrial Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 22nd, 2026
1 Day
76.07%
increased by 4.10%
1 Week
75.08%
increased by 3.11%
1 Month
72.05%
increased by 0.08%
Analysis last updated: Thursday, June 18, 2026 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7483 | 6.06 | |
| 0.1111 | 7.92 | |
| 0.8435 | 47.04 | |
| -0.0177 | -0.27 | |
| 0.0042 | 0.04 | |
| -0.0124 | -0.18 | |
| 0.0282 | 0.54 | |
| 0.0632 | 1.00 | |
| -0.1482 | -1.50 | |
| 0.1711 | 1.64 | |
| -0.1443 | -1.62 | |
| 0.0251 | 0.25 | |
| 0.0675 | 0.83 |
Estimation Period:
Jan 1, 1990 to Jun 18, 2026
Jan 1, 1990 to Jun 18, 2026
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