V-Lab: Electronic Arts Inc Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

Electronic Arts Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, April 29th, 2024:18.94% (-0.12%)

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
$ω$	1.6739	4.86
$α$	0.0583	6.06
$β$	0.8788	39.47
$γ_{1}$	0.0342	1.79
$γ_{2}$	-0.0649	-2.43
$γ_{3}$	0.0550	3.16
$γ_{4}$	-0.0303	-1.87
$γ_{5}$	-0.0036	-0.22
$γ_{6}$	0.0207	1.57

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts