GME - Detail Report

Quick Overview

Timeframe	C-C DoR σ (Historical)	H-L DoR σ (Historical)	O-C DoR σ (Historical)	5Y ATRP (Avg)	Binomial IV (Period)	Yahoo IV (Period)	1σ Lower (68.27%)	1σ Upper	2σ Lower (95.45%)	2σ Upper
Daily	5.25%	7.33%	3.96%	7.33%	3.44%	3.53%	22.64	24.25	21.87	25.10
Weekly	12.36%	24.24%	10.66%	17.68%	7.58%	7.77%	21.72	25.27	20.14	27.26
Monthly	97.24%	168.09%	21.12%	44.08%	15.77%	16.17%	20.01	27.43	17.09	32.12
Quarterly	307.75%	460.60%	31.67%	76.03%	27.32%	28.00%	17.83	30.79	13.57	40.46
Annual	—	—	—	—	54.64%	56.01%	13.57	40.46	7.86	69.88
Option Time Horizon	—	—	—	—	21.02%	21.54%	18.99	28.91	15.39	35.67

Calculation Notes: Computed at 2026-02-22T14:19 UTC | Reference Contract: Call option expiring 2026-04-17 (54 days) | Spot Price (S): $23.43 | Strike (K): $24.00 (first OTM call ≥ spot) | Observed Mid-Price: $1.7800 (Bid $1.7500 / Ask $1.8100) | Risk-Free Rate (r): 3.72% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.00% | Binomial IV (Annual): 54.64% (CRR binomial tree, American, n=20 steps) | BS IV: 54.98% (European Black-Scholes) | Yahoo IV (Annual): 56.01% → period-scaled as σ_period = σ_annual·√h | Price bands: Upper = S·e^+σ√h, Lower = S·e^−σ√h

Historical Dividend Payouts

Ex-Dividend Date	Amount
2019-03-14	$0.0950
2018-12-10	$0.0950
2018-09-17	$0.0950
2018-06-11	$0.0950
2018-03-02	$0.0950
2017-11-30	$0.0950
2017-09-07	$0.0950
2017-06-05	$0.0950
2017-03-10	$0.0950
2016-11-29	$0.0925
2016-09-07	$0.0925
2016-06-06	$0.0925
2016-03-04	$0.0925
2015-12-01	$0.0900
2015-09-04	$0.0900
2015-06-08	$0.0900
2015-03-13	$0.0900
2014-11-21	$0.0825
2014-08-29	$0.0825
2014-06-02	$0.0825
2014-03-13	$0.0825
2013-12-02	$0.0688
2013-08-29	$0.0688
2013-05-31	$0.0688
2013-03-01	$0.0688
2012-11-26	$0.0625
2012-08-24	$0.0625
2012-05-24	$0.0375
2012-02-16	$0.0375

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.52. Further, an Excess Kurtosis of 142.34 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -15.57%	23	0.38%	0.38%
-15.57% to -11.64%	26	0.43%	0.81%
-11.64% to -7.70%	73	1.21%	2.02%
-7.70% to -3.77%	439	7.26%	9.28%
-3.77% to 0.17%	2625	43.44%	52.72%
0.17% to 4.10%	2368	39.19%	91.91%
4.10% to 8.04%	333	5.51%	97.42%
8.04% to 11.97%	79	1.31%	98.73%
11.97% to 15.91%	34	0.56%	99.29%
Greater than 15.91%	43	0.71%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.08%	5.41%	89.46%	68.27%
±2σ	-10.33%	10.66%	97.24%	95.45%
±3σ	-15.57%	15.91%	98.91%	99.73%

Descriptive Statistics

Mean	0.166%
Standard Error	0.067%
Median	0.000%
Mode	0.000%
Standard Deviation	5.247%
Sample Variance	27.527%
Kurtosis	142.34
Skewness	6.52
Range	194.836%
Minimum	-60.000%
Maximum	134.836%
Count	6043

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.803%	3011	49.83%	1.397%
Negative	-2.517%	2954	48.88%	-1.230%
Zero	0.000%	78	1.29%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	2.72%
20	1 Month	4.42%
60	1 Quarter	3.70%
250	1 Year	4.00%
750	3 Years	5.88%
1,250	5 Years	7.33%
2,500	10 Years	6.72%
5,000	20 Years	5.24%
12,500	50 Years	5.00%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 20.04. Further, an Excess Kurtosis of 715.97 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -17.04%	0	0.00%	0.00%
-17.04% to -11.55%	0	0.00%	0.00%
-11.55% to -6.05%	0	0.00%	0.00%
-6.05% to -0.55%	0	0.00%	0.00%
-0.55% to 4.94%	4265	70.57%	70.57%
4.94% to 10.44%	1357	22.45%	93.02%
10.44% to 15.94%	267	4.42%	97.44%
15.94% to 21.43%	77	1.27%	98.71%
21.43% to 26.93%	32	0.53%	99.24%
Greater than 26.93%	46	0.76%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.38%	12.27%	95.40%	68.27%
±2σ	-9.71%	19.60%	98.38%	95.45%
±3σ	-17.04%	26.93%	99.24%	99.73%

Descriptive Statistics

Mean	4.944%
Standard Error	0.094%
Median	3.504%
Mode	1.839%
Standard Deviation	7.329%
Sample Variance	53.707%
Kurtosis	715.97
Skewness	20.04
Range	329.609%
Minimum	0.681%
Maximum	330.290%
Count	6044

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.944%	6044	100.00%	4.944%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.76. Further, an Excess Kurtosis of 50.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -11.77%	41	0.68%	0.68%
-11.77% to -8.80%	39	0.65%	1.32%
-8.80% to -5.83%	119	1.97%	3.29%
-5.83% to -2.86%	491	8.12%	11.42%
-2.86% to 0.10%	2420	40.04%	51.46%
0.10% to 3.07%	2208	36.53%	87.99%
3.07% to 6.04%	543	8.98%	96.97%
6.04% to 9.01%	102	1.69%	98.66%
9.01% to 11.98%	36	0.60%	99.26%
Greater than 11.98%	45	0.74%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.85%	4.06%	85.51%	68.27%
±2σ	-7.81%	8.02%	96.39%	95.45%
±3σ	-11.77%	11.98%	98.58%	99.73%

Descriptive Statistics

Mean	0.105%
Standard Error	0.051%
Median	0.020%
Mode	0.000%
Standard Deviation	3.957%
Sample Variance	15.661%
Kurtosis	50.77
Skewness	1.76
Range	121.708%
Minimum	-51.259%
Maximum	70.449%
Count	6044

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.398%	3024	50.03%	1.200%
Negative	-2.239%	2955	48.89%	-1.095%
Zero	0.000%	65	1.07%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 6.46. Further, an Excess Kurtosis of 82.77 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -36.29%	2	0.16%	0.16%
-36.29% to -27.02%	1	0.08%	0.24%
-27.02% to -17.75%	15	1.20%	1.44%
-17.75% to -8.47%	106	8.46%	9.90%
-8.47% to 0.80%	584	46.61%	56.50%
0.80% to 10.07%	447	35.67%	92.18%
10.07% to 19.34%	63	5.03%	97.21%
19.34% to 28.61%	19	1.52%	98.72%
28.61% to 37.88%	4	0.32%	99.04%
Greater than 37.88%	12	0.96%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.56%	13.16%	89.31%	68.27%
±2σ	-23.93%	25.52%	97.69%	95.45%
±3σ	-36.29%	37.88%	98.88%	99.73%

Descriptive Statistics

Mean	0.798%
Standard Error	0.349%
Median	-0.263%
Mode	-0.253%
Standard Deviation	12.362%
Sample Variance	152.823%
Kurtosis	82.77
Skewness	6.46
Range	266.340%
Minimum	-73.333%
Maximum	193.007%
Count	1253

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.407%	598	47.73%	3.535%
Negative	-5.260%	652	52.03%	-2.737%
Zero	0.000%	3	0.24%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	8.31%
12	1 Quarter	8.20%
52	1 Year	9.34%
156	3 Years	14.54%
260	5 Years	17.68%
520	10 Years	17.36%
1,040	20 Years	13.09%
2,600	50 Years	12.48%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 12.54. Further, an Excess Kurtosis of 202.53 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -59.12%	0	0.00%	0.00%
-59.12% to -40.95%	0	0.00%	0.00%
-40.95% to -22.77%	0	0.00%	0.00%
-22.77% to -4.59%	0	0.00%	0.00%
-4.59% to 13.59%	904	72.09%	72.09%
13.59% to 31.76%	285	22.73%	94.82%
31.76% to 49.94%	44	3.51%	98.33%
49.94% to 68.12%	6	0.48%	98.80%
68.12% to 86.29%	2	0.16%	98.96%
Greater than 86.29%	13	1.04%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.65%	37.82%	96.65%	68.27%
±2σ	-34.89%	62.06%	98.48%	95.45%
±3σ	-59.12%	86.29%	98.96%	99.73%

Descriptive Statistics

Mean	13.585%
Standard Error	0.684%
Median	9.132%
Mode	3.786%
Standard Deviation	24.236%
Sample Variance	587.366%
Kurtosis	202.53
Skewness	12.54
Range	499.952%
Minimum	2.292%
Maximum	502.244%
Count	1254

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	13.585%	1254	100.00%	13.585%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.08. Further, an Excess Kurtosis of 88.15 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -31.51%	7	0.56%	0.56%
-31.51% to -23.51%	7	0.56%	1.12%
-23.51% to -15.52%	23	1.83%	2.95%
-15.52% to -7.52%	87	6.94%	9.89%
-7.52% to 0.47%	516	41.15%	51.04%
0.47% to 8.47%	475	37.88%	88.92%
8.47% to 16.47%	108	8.61%	97.53%
16.47% to 24.46%	18	1.44%	98.96%
24.46% to 32.46%	9	0.72%	99.68%
Greater than 32.46%	4	0.32%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.19%	11.13%	87.88%	68.27%
±2σ	-20.85%	21.80%	97.45%	95.45%
±3σ	-31.51%	32.46%	99.12%	99.73%

Descriptive Statistics

Mean	0.474%
Standard Error	0.301%
Median	0.294%
Mode	-1.940%
Standard Deviation	10.661%
Sample Variance	113.654%
Kurtosis	88.15
Skewness	5.08
Range	242.814%
Minimum	-62.650%
Maximum	180.164%
Count	1254

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.083%	655	52.23%	3.177%
Negative	-5.669%	598	47.69%	-2.703%
Zero	0.000%	1	0.08%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 16.17. Further, an Excess Kurtosis of 269.69 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -284.72%	0	0.00%	0.00%
-284.72% to -211.79%	0	0.00%	0.00%
-211.79% to -138.86%	0	0.00%	0.00%
-138.86% to -65.92%	1	0.35%	0.35%
-65.92% to 7.01%	203	70.49%	70.83%
7.01% to 79.94%	81	28.12%	98.96%
79.94% to 152.88%	2	0.69%	99.65%
152.88% to 225.81%	0	0.00%	99.65%
225.81% to 298.74%	0	0.00%	99.65%
Greater than 298.74%	1	0.35%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-90.23%	104.25%	99.31%	68.27%
±2σ	-187.48%	201.50%	99.65%	95.45%
±3σ	-284.72%	298.74%	99.65%	99.73%

Descriptive Statistics

Mean	7.009%
Standard Error	5.730%
Median	-0.244%
Mode	-7.911%
Standard Deviation	97.244%
Sample Variance	9456.454%
Kurtosis	269.69
Skewness	16.17
Range	1693.748%
Minimum	-68.695%
Maximum	1625.053%
Count	288

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	24.893%	141	48.96%	12.187%
Negative	-10.146%	147	51.04%	-5.179%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	18.03%
12	1 Year	22.05%
36	3 Years	39.54%
60	5 Years	44.08%
120	10 Years	56.47%
240	20 Years	37.61%
600	50 Years	34.73%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 14.59. Further, an Excess Kurtosis of 229.28 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -462.14%	0	0.00%	0.00%
-462.14% to -336.07%	0	0.00%	0.00%
-336.07% to -210.00%	0	0.00%	0.00%
-210.00% to -83.93%	0	0.00%	0.00%
-83.93% to 42.13%	243	84.08%	84.08%
42.13% to 168.20%	42	14.53%	98.62%
168.20% to 294.27%	1	0.35%	98.96%
294.27% to 420.34%	0	0.00%	98.96%
420.34% to 546.41%	1	0.35%	99.31%
Greater than 546.41%	2	0.69%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-125.96%	210.23%	98.62%	68.27%
±2σ	-294.05%	378.32%	98.96%	95.45%
±3σ	-462.14%	546.41%	99.31%	99.73%

Descriptive Statistics

Mean	42.135%
Standard Error	9.888%
Median	21.753%
Mode	18.046%
Standard Deviation	168.091%
Sample Variance	28254.562%
Kurtosis	229.28
Skewness	14.59
Range	2721.984%
Minimum	5.885%
Maximum	2727.869%
Count	289

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	42.135%	289	100.00%	42.135%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 3.48. Further, an Excess Kurtosis of 35.34 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -61.45%	1	0.35%	0.35%
-61.45% to -45.61%	1	0.35%	0.69%
-45.61% to -29.77%	4	1.38%	2.08%
-29.77% to -13.93%	30	10.38%	12.46%
-13.93% to 1.91%	122	42.21%	54.67%
1.91% to 17.75%	94	32.53%	87.20%
17.75% to 33.59%	25	8.65%	95.85%
33.59% to 49.42%	7	2.42%	98.27%
49.42% to 65.26%	3	1.04%	99.31%
Greater than 65.26%	2	0.69%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-19.21%	23.03%	86.16%	68.27%
±2σ	-40.33%	44.14%	97.23%	95.45%
±3σ	-61.45%	65.26%	98.96%	99.73%

Descriptive Statistics

Mean	1.907%
Standard Error	1.242%
Median	0.369%
Mode	-94.154%
Standard Deviation	21.119%
Sample Variance	446.007%
Kurtosis	35.34
Skewness	3.48
Range	305.300%
Minimum	-94.154%
Maximum	211.146%
Count	289

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	14.080%	147	50.87%	7.162%
Negative	-10.694%	142	49.13%	-5.254%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 9.66. Further, an Excess Kurtosis of 94.13 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -888.95%	0	0.00%	0.00%
-888.95% to -658.13%	0	0.00%	0.00%
-658.13% to -427.32%	0	0.00%	0.00%
-427.32% to -196.50%	0	0.00%	0.00%
-196.50% to 34.31%	85	88.54%	88.54%
34.31% to 265.13%	10	10.42%	98.96%
265.13% to 495.94%	0	0.00%	98.96%
495.94% to 726.76%	0	0.00%	98.96%
726.76% to 957.58%	0	0.00%	98.96%
Greater than 957.58%	1	1.04%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-273.44%	342.07%	98.96%	68.27%
±2σ	-581.20%	649.82%	98.96%	95.45%
±3σ	-888.95%	957.58%	98.96%	99.73%

Descriptive Statistics

Mean	34.313%
Standard Error	31.410%
Median	2.617%
Mode	-53.526%
Standard Deviation	307.754%
Sample Variance	94712.460%
Kurtosis	94.13
Skewness	9.66
Range	3057.633%
Minimum	-53.526%
Maximum	3004.107%
Count	96

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	80.948%	51	53.12%	43.004%
Negative	-18.540%	45	46.88%	-8.691%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	28.29%
12	3 Years	75.59%
20	5 Years	76.03%
40	10 Years	173.82%
80	20 Years	103.74%
200	50 Years	92.96%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 9.23. Further, an Excess Kurtosis of 88.20 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -1268.62%	0	0.00%	0.00%
-1268.62% to -923.17%	0	0.00%	0.00%
-923.17% to -577.72%	0	0.00%	0.00%
-577.72% to -232.27%	0	0.00%	0.00%
-232.27% to 113.19%	87	89.69%	89.69%
113.19% to 458.64%	7	7.22%	96.91%
458.64% to 804.09%	1	1.03%	97.94%
804.09% to 1149.54%	1	1.03%	98.97%
1149.54% to 1494.99%	0	0.00%	98.97%
Greater than 1494.99%	1	1.03%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-347.42%	573.79%	97.94%	68.27%
±2σ	-808.02%	1034.39%	98.97%	95.45%
±3σ	-1268.62%	1494.99%	98.97%	99.73%

Descriptive Statistics

Mean	113.185%
Standard Error	46.767%
Median	41.852%
Mode	33.582%
Standard Deviation	460.602%
Sample Variance	212154.215%
Kurtosis	88.20
Skewness	9.23
Range	4487.700%
Minimum	12.300%
Maximum	4500.000%
Count	97

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	113.185%	97	100.00%	113.185%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.82. Further, an Excess Kurtosis of 2.85 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -90.84%	1	1.03%	1.03%
-90.84% to -67.09%	0	0.00%	1.03%
-67.09% to -43.34%	2	2.06%	3.09%
-43.34% to -19.58%	11	11.34%	14.43%
-19.58% to 4.17%	45	46.39%	60.82%
4.17% to 27.93%	20	20.62%	81.44%
27.93% to 51.68%	11	11.34%	92.78%
51.68% to 75.44%	3	3.09%	95.88%
75.44% to 99.19%	2	2.06%	97.94%
Greater than 99.19%	2	2.06%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-27.50%	35.84%	76.29%	68.27%
±2σ	-59.17%	67.52%	92.78%	95.45%
±3σ	-90.84%	99.19%	96.91%	99.73%

Descriptive Statistics

Mean	4.173%
Standard Error	3.216%
Median	-1.801%
Mode	-19.084%
Standard Deviation	31.672%
Sample Variance	1003.129%
Kurtosis	2.85
Skewness	0.82
Range	212.094%
Minimum	-96.671%
Maximum	115.423%
Count	97

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	28.193%	45	46.39%	13.079%
Negative	-16.613%	52	53.61%	-8.906%
Zero	0.000%	0	0.00%	0.000%

GME Deep Analytical Report