V-Lab: GameStop Corp MF2-GARCH Volatility Analysis

V-Lab

| |

V-Lab

GameStop Corp MF2-GARCH Volatility Analysis

Volatility Prediction for Monday, May 6th, 2024:192.97% (+76.98%)

Analysis last updated: Friday, May 3, 2024 at 10:27 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$m$	106
$α$	0.1596	16.44
$β$	0.6300	35.15
$γ$	-0.0740	-6.03
$λ_{1}$	0.5397	0.94
$λ_{2}$	0.3477	2.98
$λ_{3}$	0.6172	3.75

Estimation Period:
Feb 13, 2002 to May 3, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts