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{name} Model Equation

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Parameter	Value	t-statistic
ω const Unconditional variance weight	0.7674	7.61***
α ARCH Response to squared shocks	0.1081	7.58***
β GARCH Volatility persistence	0.8496	43.88***

γ₁	-0.0041	-0.22
γ₂	-0.0322	-1.02
γ₃	0.0708	2.19**
γ₄	-0.0519	-1.33
γ₅	0.0476	1.46
γ₆	-0.0767	-3.03***
γ₇	0.0693	3.37***

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