Barnes & Noble Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, August 7th, 2019):
1 Day
37.66%
1 Week
37.83%
1 Month
38.51%
Analysis last updated: Monday, March 1, 2021 at 06:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0449 | 9.72 | |
| 0.0215 | 13.98 | |
| 0.9637 | 721.35 | |
| 0.0229 | 8.36 |
Estimation Period:
Sep 29, 1993 to Aug 2, 2019
Sep 29, 1993 to Aug 2, 2019
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