Activision Blizzard Inc APARCH Volatility Analysis
Inactive
Last recorded values (Friday, October 13th, 2023):
1 Day
15.85%
1 Week
16.84%
1 Month
20.57%
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 | |
|---|---|---|
| 0.0458 | 13.63 | |
| 0.0557 | 22.39 | |
| 0.9443 | 575.44 | |
| 0.4395 | 14.75 | |
| 1.1484 | 22.33 |
Estimation Period:
Oct 25, 1993 to Oct 6, 2023
Oct 25, 1993 to Oct 6, 2023
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