Activision Blizzard Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, October 13th, 2023):
1 Day
22.17%
1 Week
25.10%
1 Month
32.99%
Analysis last updated: Thursday, October 12, 2023 at 09:30 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2810 | 14.21 | |
| 0.1431 | 42.08 | |
| 0.8279 | 246.12 | |
| 0.6350 | 13.45 |
Estimation Period:
Oct 25, 1993 to Oct 6, 2023
Oct 25, 1993 to Oct 6, 2023
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