V-Lab: GameStop Corp Spline-GARCH Volatility Analysis

V-Lab

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V-Lab

GameStop Corp Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, May 20th, 2024:339.93% (-27.50%)

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
$ω$	0.9040	8.35
$α$	0.1327	6.28
$β$	0.7299	15.12
$γ_{1}$	-0.0481	-0.82
$γ_{2}$	0.2144	2.14
$γ_{3}$	-0.3649	-4.00
$γ_{4}$	0.3773	4.37
$γ_{5}$	-0.3168	-3.68
$γ_{6}$	0.3646	3.62
$γ_{7}$	-0.4586	-3.72
$γ_{8}$	0.2910	1.60

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

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts