Activision Blizzard Inc GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2232 | 11.56 | |
| 0.0548 | 16.63 | |
| 0.8736 | 249.52 | |
| 0.1079 | 11.44 |
Estimation Period:
Oct 25, 1993 to Oct 6, 2023
Oct 25, 1993 to Oct 6, 2023
News Impact Curve
Volatility Forecasts
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