Activision Blizzard Inc Asy. MEM Volatility Analysis
Inactive
Last recorded values (Friday, October 13th, 2023):
1 Day
11.40%
1 Week
12.76%
1 Month
17.14%
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 | |
|---|---|---|
| 0.0649 | 13.23 | |
| 0.1276 | 30.97 | |
| 0.8415 | 342.20 | |
| 0.0619 | 8.27 |
Estimation Period:
Oct 25, 1993 to Oct 6, 2023
Oct 25, 1993 to Oct 6, 2023
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