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

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V-Lab

Barrett Business Services Inc Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:17.92% (-0.20%)

Analysis last updated: Friday, May 17, 2024 at 09:39 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.1409	8.23
$α$	0.2236	6.41
$β$	0.4524	7.61
$γ_{1}$	-0.0298	-0.41
$γ_{2}$	0.1737	1.39
$γ_{3}$	-0.4026	-4.15
$γ_{4}$	0.4820	5.75
$γ_{5}$	-0.4010	-3.79
$γ_{6}$	0.3804	3.54
$γ_{7}$	-0.3483	-3.66
$γ_{8}$	0.1686	1.91
$γ_{9}$	-0.0429	-0.41
$γ_{10}$	0.0269	0.20

Estimation Period:
Jun 11, 1993 to May 17, 2024

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Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts