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

V-Lab

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V-Lab

Barrett Business Services Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Wednesday, May 8th, 2024:22.14% (-3.91%)

Analysis last updated: Tuesday, May 7, 2024 at 09:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1401	8.19
$α$	0.2243	6.39
$β$	0.4547	7.66
$γ_{1}$	-0.0308	-0.42
$γ_{2}$	0.1756	1.40
$γ_{3}$	-0.4037	-4.12
$γ_{4}$	0.4815	5.69
$γ_{5}$	-0.3989	-3.74
$γ_{6}$	0.3766	3.49
$γ_{7}$	-0.3418	-3.59
$γ_{8}$	0.1604	1.80
$γ_{9}$	-0.0375	-0.35
$γ_{10}$	0.0337	0.24

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts