V-Lab: GameStop Corp GJR-GARCH Volatility Analysis

V-Lab

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V-Lab

GameStop Corp GJR-GARCH Volatility Analysis

Volatility Prediction for Thursday, April 25th, 2024:70.51% (+8.90%)

Analysis last updated: Wednesday, April 24, 2024 at 09:33 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.3193	12.17
$α$	0.1143	16.11
$β$	0.8835	183.75
$γ$	-0.0256	-2.58

Estimation Period:
Feb 13, 2002 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts