Activision Blizzard Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, October 13th, 2023):
1 Day
21.43%
1 Week
23.53%
1 Month
29.85%
Analysis last updated: Thursday, October 12, 2023 at 09:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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