Activision Blizzard Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Friday, October 13th, 2023):
1 Day
11.40%
1 Week
11.74%
1 Month
13.15%
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 | |
|---|---|---|
| 0.0233 | 9.19 | |
| 0.0808 | 17.00 | |
| 0.9922 | 1,361.01 | |
| -0.0408 | -11.94 |
Estimation Period:
Oct 25, 1993 to Oct 6, 2023
Oct 25, 1993 to Oct 6, 2023
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