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V-Lab

BARK Inc EGARCH Volatility Analysis

Volatility prediction for Monday, July 27th, 2026

1 Day

73.15%

increased by 2.84%

1 Week

75.88%

increased by 5.57%

1 Month

81.57%

increased by 11.26%

Analysis last updated: Friday, July 24, 2026 at 10:20 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of BARK Inc EGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Nov 11, 2020 to Jul 24, 2026

Model Insight

This asset exhibits a notable leverage effect: negative returns increase next-day volatility 78% more than equivalent positive returns.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.4061
3.34***
α

ARCH

Response to squared shocks

0.2112
18.63***
β

GARCH

Volatility persistence

0.8804
23.02***
γ

leverage

Additional response to negative shocks

-0.0593
-2.09**

Persistence:

0.880

Half-life:

5 days