Barnes & Noble Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, August 7th, 2019):
1 Day
24.05%
1 Week
24.52%
1 Month
26.44%
Analysis last updated: Monday, March 1, 2021 at 06:34 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0268 | 9.12 | |
| 0.0987 | 29.10 | |
| 0.9911 | 1,033.52 | |
| -0.0392 | -12.03 |
Estimation Period:
Sep 29, 1993 to Aug 2, 2019
Sep 29, 1993 to Aug 2, 2019
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