V-Lab: Barrett Business Services Inc EGARCH Volatility Analysis

V-Lab

| |

V-Lab

Barrett Business Services Inc EGARCH Volatility Analysis

Volatility Prediction for Thursday, May 9th, 2024:25.70% (-0.40%)

Analysis last updated: Wednesday, May 8, 2024 at 09:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0163	2.70
$α$	0.0660	19.58
$β$	0.9969	791.78
$γ$	-0.0391	-8.22

Estimation Period:
Jun 11, 1993 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts