V-Lab: Electronic Arts Inc MF2-GARCH Volatility Analysis

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V-Lab

Electronic Arts Inc MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:18.60% (-0.22%)

Analysis last updated: Friday, April 26, 2024 at 10:00 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	66
$α$	0.0063	4.00
$β$	0.9041	177.07
$γ$	0.0788	24.13
$λ_{1}$	0.0019	1.30
$λ_{2}$	0.0063	3.10
$λ_{3}$	0.9932	438.67

Estimation Period:
Jan 1, 1990 to Apr 26, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts