V-Lab: Barrett Business Services Inc MF2-GARCH Volatility Analysis

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V-Lab

Barrett Business Services Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:25.91% (-2.76%)

Analysis last updated: Tuesday, May 7, 2024 at 09:24 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	126
$α$	0.1416	14.54
$β$	0.4852	23.51
$γ$	0.1214	7.61
$λ_{1}$	0.1013	0.80
$λ_{2}$	0.1012	2.25
$λ_{3}$	0.8943	16.34

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts