Activision Blizzard Inc GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Friday, October 13th, 2023):
1 Day
9.51%
1 Week
10.17%
1 Month
12.44%
Analysis last updated: Thursday, March 26, 2026 at 02:02 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26.0651 | 7.61 | |
| 0.0651 | 94.78 | |
| 0.9990 | 7,866.14 | |
| 3.9954 | 92.11 |
Estimation Period:
Oct 25, 1993 to Oct 6, 2023
Oct 25, 1993 to Oct 6, 2023
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