Activision Blizzard Inc MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, October 13th, 2023):
1 Day
22.18%
1 Week
24.38%
1 Month
28.49%
Analysis last updated: Thursday, October 12, 2023 at 09:31 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.0444 | 12.77 | |
| 0.7819 | 96.09 | |
| 0.1526 | 20.34 | |
| 0.0040 | 2.30 | |
| 0.0034 | 4.14 | |
| 0.9958 | 1,077.75 |
Estimation Period:
Oct 25, 1993 to Oct 6, 2023
Oct 25, 1993 to Oct 6, 2023
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