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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Nov 11, 2020 to Jul 24, 2026Model 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
| Parameter | Value | t-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
Other EGARCH Analyses on Equities