V-Lab: GameStop Corp Zero Slope Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

GameStop Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:339.95% (-27.33%)

Analysis last updated: Friday, May 17, 2024 at 10:26 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.9190	8.46
$α$	0.1320	6.29
$β$	0.7308	15.29
$γ_{1}$	-0.0362	-0.62
$γ_{2}$	0.1950	1.94
$γ_{3}$	-0.3514	-3.84
$γ_{4}$	0.3666	4.24
$γ_{5}$	-0.3095	-3.61
$γ_{6}$	0.3612	3.74
$γ_{7}$	-0.4601	-4.52
$γ_{8}$	0.3033	3.99

Estimation Period:
Feb 13, 2002 to May 17, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts