Activision Blizzard Inc MEM Volatility Analysis
Inactive
Last recorded values (Friday, October 13th, 2023):
1 Day
11.17%
1 Week
12.48%
1 Month
16.74%
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 | |
|---|---|---|
| 0.0617 | 10.03 | |
| 0.1607 | 55.52 | |
| 0.8393 | 345.54 |
Estimation Period:
Oct 25, 1993 to Oct 6, 2023
Oct 25, 1993 to Oct 6, 2023
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