V-Lab: Barrett Business Services Inc Zero Slope Spline-GARCH Volatility Analysis

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V-Lab

Barrett Business Services Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:23.09% (-3.78%)

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
$ω$	1.1938	8.45
$α$	0.2245	6.32
$β$	0.4567	7.72
$γ_{1}$	-0.0014	-0.02
$γ_{2}$	0.1275	1.03
$γ_{3}$	-0.3679	-3.84
$γ_{4}$	0.4491	5.29
$γ_{5}$	-0.3720	-3.42
$γ_{6}$	0.3568	3.24
$γ_{7}$	-0.3293	-3.42
$γ_{8}$	0.1560	1.80
$γ_{9}$	-0.0462	-0.53
$γ_{10}$	0.0741	1.15

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

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Volatility Forecasts

Volatility Forecasts