V-Lab
V-Lab
Barnes & Noble Inc EGARCH Volatility Analysis
Volatility Prediction for Wednesday, August 7th, 2019:24.05% (-0.56%)

Analysis last updated: Monday, March 1, 2021 at 06:34 PM UTC

Date Range:

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to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Barnes & Noble Inc EGARCH
paramt-stat
ω0.02679.12
α0.098729.10
β0.99111033.52
γ-0.0392-12.03
Estimation Period:
Sep 29, 1993 to Aug 2, 2019
Impact of return on volatility tomorrow
Volatility Forecasts