ABFHIJKLMNOPQRSTUVWXYZAAABACADAEAFAGAHAIAJAKAL
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GME DATAEvenly Weighted VolatilityExponentially Weighted Moving Average VolatilityRisk EstimatesFOR PLOTTINGFOR PLOTTING
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NumberDateCloseVolumeLog ReturnStandard Deviation Past 253 Days99% Interval ChangeLog Return SquaredVarianceMoving Average Standard Deviation Value-At-Risk (One Share, 99%)Value-At-Risk (Volume Based, 99%)Values UsedDateEqual WeightedEMWAGME Close PriceVolume (Millions of Shares)Single Share Value at RiskTotal Value at Risk (Millions)DateEqual WeightedEMWAGME Close PriceVolume (Millions of Shares)Single Share Value at RiskTotal Value at Risk (Millions)
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12016-01-29$26.212,317,800
Lookback period
253
(Use for Equal Weighted Volatility)
2018-01-025.72%4.88%$18.262.8327$1.04$2.962020-10-0116.07%20.49%$9.774.5541$2.00$9.12
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22016-02-01$26.812,787,3000.022630.000510.000510.022635.83%Decay factor0.95(Used for Exp. Weighted Moving Avg. (EMWA))2018-01-035.72%4.76%$18.203.7892$1.04$3.942020-10-0216.08%20.10%$9.394.3405$1.89$8.19
5
32016-02-02$25.921,840,600-0.033760.001140.000540.023326.01%
Confidence Interval
99%2018-01-045.72%4.65%$18.322.7813$1.05$2.922020-10-0516.06%19.60%$9.462.805$1.85$5.20
6
42016-02-03$26.172,223,4000.009600.000090.000520.022835.88%Multiplier2.5762018-01-055.73%4.67%$18.683.019$1.07$3.232020-10-0616.07%19.21%$9.134.5354$1.75$7.95
7
52016-02-04$27.012,000,2000.031590.001000.000540.023346.01%2018-01-085.74%4.85%$19.233.6684$1.10$4.052020-10-0716.07%18.78%$9.363.3086$1.76$5.82
8
62016-02-05$26.831,545,800-0.006690.000040.000520.022805.87%2018-01-095.72%4.82%$19.553.6626$1.12$4.092020-10-0817.11%27.90%$13.4976.4536$3.76$287.72
9
72016-02-08$27.892,944,8000.038750.001500.000570.023856.14%2018-01-105.71%4.72%$19.684.0128$1.12$4.512020-10-0917.20%27.99%$12.0277.1528$3.36$259.59
10
82016-02-09$27.123,286,800-0.028000.000780.000580.024086.20%2018-01-115.72%4.67%$19.964.2131$1.14$4.812020-10-1217.18%27.30%$11.8023.6557$3.22$76.21
11
92016-02-10$26.651,370,100-0.017480.000310.000570.023796.13%2018-01-126.02%8.12%$17.7615.4458$1.44$22.282020-10-1317.18%26.62%$11.8810.1797$3.16$32.19
12
102016-02-11$26.671,479,7000.00075 0.000000.000540.023195.97%2018-01-166.04%8.16%$17.167.8525$1.40$10.992020-10-1417.16%26.00%$12.2510.7768$3.19$34.33
13
112016-02-12$26.982,581,8000.011560.000130.000520.022755.86%2018-01-176.05%8.03%$17.504.2597$1.41$5.992020-10-1517.26%26.29%$13.8339.8948$3.64$145.05
14
122016-02-16$28.001,436,0000.037110.001380.000560.023686.10%2018-01-185.91%7.92%$17.864.2657$1.41$6.032020-10-1617.27%25.72%$13.3111.6516$3.42$39.88
15
132016-02-17$28.741,672,4000.026090.000680.000570.023806.13%2018-01-195.90%7.76%$18.133.194$1.41$4.502020-10-1917.27%25.19%$13.9113.1691$3.50$46.15
16
142016-02-18$29.242,762,0000.017250.000300.000550.023526.06%2018-01-225.92%7.80%$17.555.2348$1.37$7.162020-10-2017.26%24.56%$13.866.604$3.40$22.48
17
152016-02-19$28.192,132,500-0.036570.001340.000590.024346.27%2018-01-235.92%7.61%$17.403.6285$1.32$4.812020-10-2117.26%23.96%$14.105.3619$3.38$18.11
18
162016-02-22$29.211,680,6000.035540.001260.000630.025026.44%2018-01-245.93%7.55%$16.984.0739$1.28$5.232020-10-2217.28%23.57%$14.9116.2122$3.51$56.98
19
172016-02-23$29.441,264,9000.007840.000060.000600.024456.30%2018-01-255.92%7.38%$16.842.7018$1.24$3.362020-10-2317.24%22.98%$15.006.5073$3.45$22.43
20
182016-02-24$29.891,604,2000.015170.000230.000580.024076.20%2018-01-265.93%7.23%$17.063.3488$1.23$4.132020-10-2617.34%23.26%$13.4513.3763$3.13$41.85
21
192016-02-25$29.961,528,9000.002340.000010.000550.023466.04%2018-01-295.92%7.05%$17.153.1547$1.21$3.822020-10-2717.37%22.92%$12.697.231$2.91$21.03
22
202016-02-26$30.541,693,9000.019170.000370.000540.023275.99%2018-01-305.92%6.88%$17.071.886$1.17$2.222020-10-2817.41%22.71%$11.826.3886$2.68$17.15
23
212016-02-29$30.822,350,4000.009130.000080.000520.022775.87%2018-01-315.93%6.76%$16.812.7492$1.14$3.132020-10-2917.40%22.14%$11.734.1658$2.60$10.82
24
222016-03-01$30.942,130,1000.003890.000020.000490.022215.72%2018-02-015.93%6.61%$16.662.9371$1.10$3.242020-10-3017.47%22.55%$10.4711.5469$2.36$27.26
25
232016-03-02$31.294,113,1000.011250.000130.000470.021795.61%2018-02-025.94%6.62%$16.233.2535$1.07$3.502020-11-0217.47%22.03%$10.755.227$2.37$12.38
26
242016-03-03$32.713,549,0000.044380.001970.000550.023456.04%2018-02-055.96%6.78%$15.654.1311$1.06$4.392020-11-0317.49%21.88%$11.577.4545$2.53$18.88
27
252016-03-04$31.232,530,400-0.046300.002140.000630.025096.46%2018-02-065.98%6.85%$16.144.9622$1.10$5.482020-11-0417.48%21.60%$10.915.8079$2.36$13.69
28
262016-03-07$30.742,830,300-0.015810.000250.000610.024716.36%2018-02-075.99%6.77%$16.474.4135$1.12$4.922020-11-0517.50%21.23%$11.454.7052$2.43$11.44
29
272016-03-08$30.122,328,500-0.020380.000420.000600.024516.31%2018-02-086.02%6.99%$15.834.2867$1.11$4.742020-11-0617.51%20.80%$11.865.5182$2.47$13.61
30
282016-03-09$31.292,594,5000.038110.001450.000640.025366.53%2018-02-096.03%6.92%$16.175.6409$1.12$6.312020-11-0917.51%20.35%$11.496.2449$2.34$14.60
31
292016-03-10$30.442,049,300-0.027540.000760.000650.025486.56%2018-02-126.04%6.87%$15.802.4318$1.09$2.642020-11-1017.52%19.93%$11.103.826$2.21$8.47
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302016-03-11$30.751,619,3000.010130.000100.000620.024936.42%2018-02-136.03%6.75%$15.582.4639$1.05$2.592020-11-1117.53%19.70%$11.754.8826$2.32$11.30
33
312016-03-14$31.661,730,4000.029160.000850.000630.025166.48%2018-02-146.06%6.97%$16.223.2159$1.13$3.642020-11-1217.56%19.46%$11.134.3533$2.17$9.43
34
322016-03-15$30.782,027,900-0.028190.000790.000640.025326.52%2018-02-156.07%6.83%$16.412.2631$1.12$2.542020-11-1317.56%18.98%$11.013.5359$2.09$7.39
35
332016-03-16$31.911,562,4000.036050.001300.000670.025966.69%2018-02-166.06%6.66%$16.402.7061$1.09$2.952020-11-1617.61%19.22%$12.069.7748$2.32$22.66
36
342016-03-17$31.363,050,200-0.017390.000300.000660.025606.60%2018-02-206.08%6.77%$15.862.4898$1.07$2.672020-11-1717.62%18.85%$11.636.6782$2.19$14.64
37
352016-03-18$30.835,542,700-0.017040.000290.000640.025256.50%2018-02-216.08%6.63%$15.693.0312$1.04$3.152020-11-1817.62%18.38%$11.573.1692$2.13$6.74
38
362016-03-21$30.853,358,7000.000650.000000.000610.024616.34%2018-02-226.08%6.46%$15.622.4522$1.01$2.482020-11-1917.64%18.42%$12.4611.7876$2.29$27.05
39
372016-03-22$30.182,175,000-0.021960.000480.000600.024486.31%2018-02-236.08%6.43%$15.972.5803$1.03$2.652020-11-2017.64%17.99%$12.718.3954$2.29$19.19
40
382016-03-23$30.371,969,2000.006280.000040.000570.023906.16%2018-02-266.08%6.28%$16.082.7712$1.01$2.802020-11-2317.69%18.27%$13.909.5991$2.54$24.38
41
392016-03-24$30.274,488,100-0.003300.000010.000540.023316.00%2018-02-276.08%6.39%$15.574.474$1.00$4.452020-11-2417.70%17.84%$13.677.1832$2.44$17.51
42
402016-03-28$30.098,247,200-0.005960.000040.000520.022765.86%2018-02-286.07%6.25%$15.694.737$0.98$4.642020-11-2517.73%17.93%$14.758.8601$2.64$23.43
43
412016-03-29$31.513,802,5000.046110.002130.000600.024466.30%2018-03-016.07%6.18%$15.973.1325$0.99$3.092020-11-2717.76%18.17%$16.0812.5042$2.92$36.53
44
422016-03-30$31.762,522,1000.007900.000060.000570.023916.16%2018-03-025.93%6.02%$15.933.5539$0.96$3.412020-11-3017.76%17.79%$16.5631.9835$2.95$94.21
45
432016-03-31$31.732,094,000-0.000950.000000.000540.023306.00%2018-03-055.93%5.88%$16.054.2361$0.95$4.032020-12-0117.77%17.55%$15.8012.666$2.81$35.56
46
442016-04-01$31.342,135,100-0.012370.000150.000520.022885.89%2018-03-065.92%5.74%$16.062.6676$0.95$2.542020-12-0217.78%17.33%$16.587.8834$2.95$23.24
47
452016-04-04$30.931,491,800-0.013170.000170.000510.022495.79%2018-03-075.92%5.61%$15.942.9894$0.94$2.822020-12-0317.78%16.97%$16.126.295$2.87$18.05
48
462016-04-05$30.291,751,000-0.020910.000440.000500.022425.77%2018-03-085.92%5.57%$15.642.9744$0.93$2.762020-12-0417.80%16.76%$16.908.9727$3.01$26.99
49
472016-04-06$30.092,301,500-0.006620.000040.000480.021905.64%2018-03-095.93%5.49%$15.853.9699$0.94$3.732020-12-0717.79%16.45%$16.357.3863$2.91$21.49
50
482016-04-07$29.123,673,900-0.032770.001070.000510.022575.81%2018-03-125.93%5.46%$15.553.8786$0.92$3.582020-12-0817.80%16.16%$16.9416.1202$3.02$48.60
51
492016-04-08$29.492,122,6000.012630.000160.000490.022185.71%2018-03-135.93%5.33%$15.612.8915$0.93$2.682020-12-0918.14%20.04%$13.6624.3579$2.74$66.69
52
502016-04-11$29.882,045,3000.013140.000170.000480.021815.62%2018-03-145.93%5.22%$15.462.5181$0.92$2.312020-12-1018.12%19.63%$14.127.5589$2.77$20.95
53
512016-04-12$30.091,960,1000.007000.000050.000450.021325.49%2018-03-155.90%5.12%$15.311.867$0.90$1.692020-12-1118.14%19.43%$13.317.4969$2.59$19.39
54
522016-04-13$31.472,172,9000.044840.002010.000530.023075.94%2018-03-165.89%5.01%$15.425.084$0.91$4.622020-12-1417.96%19.12%$12.7210.0071$2.43$24.34
55
532016-04-14$31.652,564,9000.005700.000030.000510.022525.80%2018-03-195.93%5.41%$14.813.9761$0.88$3.492020-12-1518.01%19.27%$13.858.1929$2.67$21.86
56
542016-04-15$31.792,585,5000.004410.000020.000480.021985.66%2018-03-205.93%5.44%$14.474.284$0.86$3.682020-12-1618.00%18.78%$13.855.8651$2.60$15.26
57
552016-04-18$32.211,782,2000.013130.000170.000470.021625.57%2018-03-215.94%5.60%$14.024.4112$0.83$3.682020-12-1718.03%18.72%$14.838.1949$2.78$22.76
58
562016-04-19$32.451,662,7000.007420.000060.000450.021145.45%2018-03-225.93%5.52%$13.834.4423$0.82$3.642020-12-1817.99%18.50%$15.6316.6188$2.89$48.05
59
572016-04-20$32.892,754,0000.013470.000180.000430.020825.36%2018-03-235.94%5.55%$13.503.8114$0.80$3.052020-12-2117.99%18.03%$15.539.8761$2.80$27.66
60
582016-04-21$32.312,581,400-0.017790.000320.000430.020685.33%2018-03-265.97%5.87%$14.045.0157$0.84$4.212020-12-2218.34%21.86%$19.4630.6527$4.25$130.39
61
592016-04-22$32.8022,220,5000.015050.000230.000420.020445.26%2018-03-275.97%5.76%$13.884.4809$0.83$3.722020-12-2318.35%21.54%$20.5725.8303$4.43$114.47
62
602016-04-25$32.802,062,8000.000000.000000.000400.019925.13%2018-03-285.51%5.72%$14.157.634$0.81$6.182020-12-2418.32%21.03%$20.156.2622$4.24$26.54
63
612016-04-26$33.321,990,3000.015730.000250.000390.019735.08%2018-03-295.80%8.63%$12.6225.4618$1.09$27.742020-12-2818.32%20.63%$20.998.9659$4.33$38.83
64
622016-04-27$33.382,835,8000.001800.000000.000370.019234.95%2018-04-025.77%8.46%$12.8211.13$1.08$12.072020-12-2918.37%20.63%$19.389.2414$4.00$36.95
65
632016-04-28$32.902,144,800-0.014480.000210.000360.019034.90%2018-04-035.77%8.29%$13.015.7472$1.08$6.202020-12-3018.32%20.11%$19.265.9344$3.87$22.99
66
642016-04-29$32.802,118,400-0.003040.000010.000340.018564.78%2018-04-045.77%8.21%$13.346.3838$1.10$6.992020-12-3118.32%19.64%$18.846.9189$3.70$25.61
67
652016-05-02$32.362,647,500-0.013510.000180.000340.018344.72%2018-04-055.78%8.06%$13.565.1406$1.09$5.622021-01-0418.38%19.81%$17.2510.0225$3.42$34.25
68
662016-05-03$31.302,640,200-0.033310.001110.000370.019364.99%2018-04-065.77%7.87%$13.434.2383$1.06$4.482021-01-0518.37%19.31%$17.374.9615$3.35$16.64
69
672016-05-04$30.742,870,800-0.018050.000330.000370.019304.97%2018-04-095.77%7.68%$13.485.7036$1.03$5.902021-01-0618.35%19.09%$18.366.0562$3.50$21.23
70
682016-05-05$30.112,147,700-0.020710.000430.000380.019374.99%2018-04-105.77%7.53%$13.685.7886$1.03$5.962021-01-0718.35%18.63%$18.086.1293$3.37$20.64
71
692016-05-06$30.091,955,700-0.000660.000000.000360.018884.86%2018-04-115.78%7.37%$13.844.284$1.02$4.372021-01-0818.33%18.20%$17.696.4645$3.24$20.96
72
702016-05-09$30.191,884,6000.003320.000010.000340.018424.74%2018-04-125.78%7.24%$13.633.1144$0.99$3.072021-01-1118.42%19.03%$19.9414.9276$3.80$56.65
73
712016-05-10$30.521,318,7000.010870.000120.000330.018124.67%2018-04-135.78%7.05%$13.613.1887$0.96$3.062021-01-1218.41%18.55%$19.957.0607$3.70$26.13
74
722016-05-11$29.202,999,300-0.044210.001950.000410.020245.21%2018-04-165.78%6.93%$13.813.2277$0.96$3.092021-01-1319.78%31.77%$31.40144.5017$9.98$1,441.65
75
732016-05-12$29.102,149,700-0.003430.000010.000390.019745.08%2018-04-175.78%6.77%$13.944.2889$0.94$4.052021-01-1420.13%33.91%$39.9193.7174$13.53$1,268.31
76
742016-05-13$28.732,963,600-0.012800.000160.000380.019455.01%2018-04-185.78%6.70%$13.663.5733$0.92$3.272021-01-1520.09%33.73%$35.5046.7522$11.97$559.85
77
752016-05-16$29.023,026,1000.010040.000100.000360.019094.92%2018-04-195.77%6.56%$13.522.5074$0.89$2.222021-01-1920.14%33.41%$39.3674.7219$13.15$982.64
78
762016-05-17$28.463,047,300-0.019490.000380.000370.019114.92%2018-04-205.82%6.98%$12.886.2008$0.90$5.572021-01-2020.14%32.57%$39.1233.4718$12.74$426.44
79
772016-05-18$28.033,887,200-0.015220.000230.000360.018944.88%2018-04-235.84%6.95%$13.203.6929$0.92$3.392021-01-2120.19%32.21%$43.0357.0798$13.86$791.21
80
782016-05-19$28.553,142,5000.018380.000340.000360.018914.87%2018-04-245.84%6.83%$13.413.6136$0.92$3.312021-01-2221.21%39.38%$65.01196.7843$25.60$5,037.84
81
792016-05-20$28.482,329,300-0.002450.000010.000340.018444.75%2018-04-255.84%6.66%$13.463.6471$0.90$3.272021-01-2521.36%39.56%$76.79177.874$30.38$5,403.92
82
802016-05-23$28.472,005,700-0.000350.000000.000320.017974.63%2018-04-265.84%6.55%$13.673.212$0.90$2.882021-01-2623.76%53.99%$147.98178.588$79.89$14,267.89
83
812016-05-24$28.703,522,6000.008050.000060.000310.017614.54%2018-04-275.85%6.44%$13.862.5006$0.89$2.232021-01-2727.34%72.02%$347.5193.3967$250.29$23,375.84
84
822016-05-25$29.734,611,8000.035260.001240.000360.018894.87%2018-04-305.85%6.34%$13.653.1519$0.86$2.732021-01-2829.01%77.87%$193.6057.0104$150.75$8,594.40
85
832016-05-26$29.983,425,5000.008370.000070.000340.018504.77%2018-05-015.84%6.23%$13.852.4097$0.86$2.08
86
842016-05-27$28.807,559,600-0.040160.001610.000410.020155.19%2018-05-025.85%6.30%$13.453.1818$0.85$2.70
87
852016-05-31$29.109,935,8000.010360.000110.000390.019775.09%2018-05-035.90%6.72%$12.835.0914$0.86$4.39
88
862016-06-01$28.953,722,300-0.005170.000030.000370.019314.97%2018-05-045.88%6.59%$13.004.9031$0.86$4.20
89
872016-06-02$28.891,968,100-0.002070.000000.000350.018824.85%2018-05-075.87%6.44%$12.893.1185$0.83$2.59
90
882016-06-03$28.632,209,700-0.009040.000080.000340.018464.75%2018-05-085.87%6.30%$12.793.839$0.81$3.09
91
892016-06-06$28.471,955,200-0.005600.000030.000330.018034.65%2018-05-095.86%6.17%$12.933.7529$0.80$2.99
92
902016-06-07$28.461,821,000-0.000350.000000.000310.017584.53%2018-05-105.85%6.03%$13.033.1185$0.79$2.45
93
912016-06-08$28.231,920,400-0.008110.000070.000300.017234.44%2018-05-115.86%6.05%$12.715.5074$0.77$4.23
94
922016-06-09$27.273,397,000-0.034600.001200.000340.018494.76%2018-05-145.90%6.38%$13.265.9074$0.85$5.00
95
932016-06-10$26.534,522,100-0.027510.000760.000360.019044.91%2018-05-155.90%6.31%$13.513.7902$0.85$3.23
96
942016-06-13$26.032,331,700-0.019030.000360.000360.019044.90%2018-05-165.90%6.15%$13.556.7385$0.83$5.62
97
952016-06-14$25.733,149,000-0.011590.000130.000350.018744.83%2018-05-175.89%6.01%$13.622.912$0.82$2.38
98
962016-06-15$26.133,626,6000.015430.000240.000350.018594.79%2018-05-186.06%7.78%$12.4610.2369$0.97$9.93
99
972016-06-16$25.932,230,800-0.007680.000060.000330.018204.69%2018-05-216.06%7.72%$12.785.0657$0.99$5.00
100
982016-06-17$26.152,594,8000.008450.000070.000320.017844.59%2018-05-226.06%7.55%$12.674.5424$0.96$4.34