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	5.24%	7.32%	3.95%	6.96%	3.09%	3.16%	22.31	23.73	21.63	24.48
Weekly	12.34%	24.20%	10.65%	16.83%	6.81%	6.96%	21.49	24.63	20.08	26.37
Monthly	97.08%	167.81%	21.08%	40.32%	14.18%	14.49%	19.97	26.52	17.33	30.56
Quarterly	307.76%	460.59%	31.67%	76.18%	24.57%	25.10%	18.00	29.42	14.08	37.61
Annual	—	—	—	—	49.13%	50.20%	14.08	37.61	8.61	61.47
Option Time Horizon	—	—	—	—	18.54%	18.95%	19.12	27.70	15.88	33.34

Calculation Notes: Computed at 2026-03-23T16:34 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $23.01 | Strike (K): $24.00 (first OTM call ≥ spot) | Observed Mid-Price: $1.3550 (Bid $1.2700 / Ask $1.4400) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 0.00% | Binomial IV (Annual): 49.13% (CRR binomial tree, American, n=20 steps) | BS IV: 49.73% (European Black-Scholes) | Yahoo IV (Annual): 50.20% → 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 142.76 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -15.55%	23	0.38%	0.38%
-15.55% to -11.62%	26	0.43%	0.81%
-11.62% to -7.69%	73	1.20%	2.01%
-7.69% to -3.76%	441	7.27%	9.28%
-3.76% to 0.17%	2634	43.44%	52.72%
0.17% to 4.09%	2377	39.20%	91.92%
4.09% to 8.02%	334	5.51%	97.43%
8.02% to 11.95%	78	1.29%	98.71%
11.95% to 15.88%	35	0.58%	99.29%
Greater than 15.88%	43	0.71%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-5.07%	5.40%	89.43%	68.27%
±2σ	-10.31%	10.64%	97.25%	95.45%
±3σ	-15.55%	15.88%	98.91%	99.73%

Descriptive Statistics

Mean	0.165%
Standard Error	0.067%
Median	0.000%
Mode	0.000%
Standard Deviation	5.238%
Sample Variance	27.440%
Kurtosis	142.76
Skewness	6.52
Range	194.836%
Minimum	-60.000%
Maximum	134.836%
Count	6064

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.796%	3022	49.84%	1.393%
Negative	-2.513%	2964	48.88%	-1.228%
Zero	0.000%	78	1.29%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	2.58%
20	1 Month	2.93%
60	1 Quarter	3.44%
250	1 Year	3.88%
750	3 Years	5.76%
1,250	5 Years	6.96%
2,500	10 Years	6.71%
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 20.07. Further, an Excess Kurtosis of 718.11 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -17.01%	0	0.00%	0.00%
-17.01% to -11.53%	0	0.00%	0.00%
-11.53% to -6.04%	0	0.00%	0.00%
-6.04% to -0.55%	0	0.00%	0.00%
-0.55% to 4.94%	4282	70.60%	70.60%
4.94% to 10.43%	1360	22.42%	93.03%
10.43% to 15.91%	268	4.42%	97.44%
15.91% to 21.40%	76	1.25%	98.70%
21.40% to 26.89%	33	0.54%	99.24%
Greater than 26.89%	46	0.76%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.38%	12.25%	95.38%	68.27%
±2σ	-9.70%	19.57%	98.38%	95.45%
±3σ	-17.01%	26.89%	99.24%	99.73%

Descriptive Statistics

Mean	4.938%
Standard Error	0.094%
Median	3.494%
Mode	1.839%
Standard Deviation	7.317%
Sample Variance	53.537%
Kurtosis	718.11
Skewness	20.07
Range	329.609%
Minimum	0.681%
Maximum	330.290%
Count	6065

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	4.938%	6065	100.00%	4.938%
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 50.90 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -11.75%	42	0.69%	0.69%
-11.75% to -8.79%	39	0.64%	1.34%
-8.79% to -5.83%	118	1.95%	3.28%
-5.83% to -2.86%	495	8.16%	11.44%
-2.86% to 0.10%	2427	40.02%	51.46%
0.10% to 3.07%	2213	36.49%	87.95%
3.07% to 6.03%	547	9.02%	96.97%
6.03% to 8.99%	102	1.68%	98.65%
8.99% to 11.96%	35	0.58%	99.23%
Greater than 11.96%	47	0.77%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-3.85%	4.05%	85.52%	68.27%
±2σ	-7.80%	8.01%	96.41%	95.45%
±3σ	-11.75%	11.96%	98.55%	99.73%

Descriptive Statistics

Mean	0.103%
Standard Error	0.051%
Median	0.000%
Mode	0.000%
Standard Deviation	3.952%
Sample Variance	15.616%
Kurtosis	50.90
Skewness	1.76
Range	121.708%
Minimum	-51.259%
Maximum	70.449%
Count	6065

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.396%	3031	49.98%	1.197%
Negative	-2.234%	2969	48.95%	-1.094%
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 6.47. Further, an Excess Kurtosis of 83.01 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -36.24%	2	0.16%	0.16%
-36.24% to -26.98%	1	0.08%	0.24%
-26.98% to -17.72%	15	1.19%	1.43%
-17.72% to -8.46%	107	8.51%	9.94%
-8.46% to 0.79%	585	46.54%	56.48%
0.79% to 10.05%	448	35.64%	92.12%
10.05% to 19.31%	64	5.09%	97.22%
19.31% to 28.57%	19	1.51%	98.73%
28.57% to 37.83%	4	0.32%	99.05%
Greater than 37.83%	12	0.95%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.55%	13.14%	89.26%	68.27%
±2σ	-23.89%	25.48%	97.69%	95.45%
±3σ	-36.24%	37.83%	98.89%	99.73%

Descriptive Statistics

Mean	0.794%
Standard Error	0.348%
Median	-0.253%
Mode	-0.253%
Standard Deviation	12.344%
Sample Variance	152.380%
Kurtosis	83.01
Skewness	6.47
Range	266.340%
Minimum	-73.333%
Maximum	193.007%
Count	1257

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.379%	601	47.81%	3.528%
Negative	-5.262%	653	51.95%	-2.734%
Zero	0.000%	3	0.24%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	6.11%
12	1 Quarter	7.86%
52	1 Year	9.06%
156	3 Years	14.11%
260	5 Years	16.83%
520	10 Years	17.35%
1,040	20 Years	13.09%
2,600	50 Years	12.46%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 12.56. Further, an Excess Kurtosis of 203.12 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -59.04%	0	0.00%	0.00%
-59.04% to -40.89%	0	0.00%	0.00%
-40.89% to -22.74%	0	0.00%	0.00%
-22.74% to -4.59%	0	0.00%	0.00%
-4.59% to 13.56%	907	72.10%	72.10%
13.56% to 31.71%	286	22.73%	94.83%
31.71% to 49.86%	44	3.50%	98.33%
49.86% to 68.01%	6	0.48%	98.81%
68.01% to 86.16%	2	0.16%	98.97%
Greater than 86.16%	13	1.03%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.64%	37.76%	96.66%	68.27%
±2σ	-34.84%	61.96%	98.49%	95.45%
±3σ	-59.04%	86.16%	98.97%	99.73%

Descriptive Statistics

Mean	13.563%
Standard Error	0.682%
Median	9.120%
Mode	3.786%
Standard Deviation	24.200%
Sample Variance	585.650%
Kurtosis	203.12
Skewness	12.56
Range	499.952%
Minimum	2.292%
Maximum	502.244%
Count	1258

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	13.563%	1258	100.00%	13.563%
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 5.09. Further, an Excess Kurtosis of 88.38 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -31.47%	7	0.56%	0.56%
-31.47% to -23.48%	7	0.56%	1.11%
-23.48% to -15.50%	23	1.83%	2.94%
-15.50% to -7.51%	87	6.92%	9.86%
-7.51% to 0.47%	519	41.26%	51.11%
0.47% to 8.46%	475	37.76%	88.87%
8.46% to 16.44%	109	8.66%	97.54%
16.44% to 24.43%	18	1.43%	98.97%
24.43% to 32.41%	9	0.72%	99.68%
Greater than 32.41%	4	0.32%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-10.17%	11.12%	87.84%	68.27%
±2σ	-20.82%	21.76%	97.46%	95.45%
±3σ	-31.47%	32.41%	99.13%	99.73%

Descriptive Statistics

Mean	0.472%
Standard Error	0.300%
Median	0.288%
Mode	-1.940%
Standard Deviation	10.646%
Sample Variance	113.334%
Kurtosis	88.38
Skewness	5.09
Range	242.814%
Minimum	-62.650%
Maximum	180.164%
Count	1258

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	6.083%	656	52.15%	3.172%
Negative	-5.651%	601	47.77%	-2.700%
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 16.19. Further, an Excess Kurtosis of 270.62 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -284.25%	0	0.00%	0.00%
-284.25% to -211.44%	0	0.00%	0.00%
-211.44% to -138.64%	0	0.00%	0.00%
-138.64% to -65.83%	1	0.35%	0.35%
-65.83% to 6.98%	204	70.59%	70.93%
6.98% to 79.79%	81	28.03%	98.96%
79.79% to 152.59%	2	0.69%	99.65%
152.59% to 225.40%	0	0.00%	99.65%
225.40% to 298.21%	0	0.00%	99.65%
Greater than 298.21%	1	0.35%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-90.10%	104.05%	99.31%	68.27%
±2σ	-187.18%	201.13%	99.65%	95.45%
±3σ	-284.25%	298.21%	99.65%	99.73%

Descriptive Statistics

Mean	6.978%
Standard Error	5.710%
Median	-0.223%
Mode	-7.911%
Standard Deviation	97.077%
Sample Variance	9423.934%
Kurtosis	270.62
Skewness	16.19
Range	1693.748%
Minimum	-68.695%
Maximum	1625.053%
Count	289

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	24.723%	142	49.13%	12.148%
Negative	-10.163%	147	50.87%	-5.169%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	16.14%
12	1 Year	20.09%
36	3 Years	38.20%
60	5 Years	40.32%
120	10 Years	56.45%
240	20 Years	37.55%
600	50 Years	34.66%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 14.61. Further, an Excess Kurtosis of 230.06 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -461.39%	0	0.00%	0.00%
-461.39% to -335.53%	0	0.00%	0.00%
-335.53% to -209.68%	0	0.00%	0.00%
-209.68% to -83.82%	0	0.00%	0.00%
-83.82% to 42.04%	244	84.14%	84.14%
42.04% to 167.89%	42	14.48%	98.62%
167.89% to 293.75%	1	0.34%	98.97%
293.75% to 419.60%	0	0.00%	98.97%
419.60% to 545.46%	1	0.34%	99.31%
Greater than 545.46%	2	0.69%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-125.77%	209.84%	98.62%	68.27%
±2σ	-293.58%	377.65%	98.97%	95.45%
±3σ	-461.39%	545.46%	99.31%	99.73%

Descriptive Statistics

Mean	42.036%
Standard Error	9.854%
Median	21.735%
Mode	18.046%
Standard Deviation	167.808%
Sample Variance	28159.671%
Kurtosis	230.06
Skewness	14.61
Range	2721.984%
Minimum	5.885%
Maximum	2727.869%
Count	290

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	42.036%	290	100.00%	42.036%
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 3.49. Further, an Excess Kurtosis of 35.48 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -61.35%	1	0.34%	0.34%
-61.35% to -45.53%	1	0.34%	0.69%
-45.53% to -29.72%	4	1.38%	2.07%
-29.72% to -13.91%	30	10.34%	12.41%
-13.91% to 1.90%	123	42.41%	54.83%
1.90% to 17.71%	94	32.41%	87.24%
17.71% to 33.52%	25	8.62%	95.86%
33.52% to 49.33%	7	2.41%	98.28%
49.33% to 65.15%	3	1.03%	99.31%
Greater than 65.15%	2	0.69%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-19.18%	22.98%	86.21%	68.27%
±2σ	-40.26%	44.06%	97.24%	95.45%
±3σ	-61.35%	65.15%	98.97%	99.73%

Descriptive Statistics

Mean	1.900%
Standard Error	1.238%
Median	0.397%
Mode	-94.154%
Standard Deviation	21.082%
Sample Variance	444.449%
Kurtosis	35.48
Skewness	3.49
Range	305.300%
Minimum	-94.154%
Maximum	211.146%
Count	290

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	13.984%	148	51.03%	7.137%
Negative	-10.694%	142	48.97%	-5.236%
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 -888.98%	0	0.00%	0.00%
-888.98% to -658.16%	0	0.00%	0.00%
-658.16% to -427.34%	0	0.00%	0.00%
-427.34% to -196.52%	0	0.00%	0.00%
-196.52% to 34.29%	85	88.54%	88.54%
34.29% to 265.11%	10	10.42%	98.96%
265.11% to 495.93%	0	0.00%	98.96%
495.93% to 726.74%	0	0.00%	98.96%
726.74% to 957.56%	0	0.00%	98.96%
Greater than 957.56%	1	1.04%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-273.46%	342.05%	98.96%	68.27%
±2σ	-581.22%	649.80%	98.96%	95.45%
±3σ	-888.97%	957.56%	98.96%	99.73%

Descriptive Statistics

Mean	34.293%
Standard Error	31.410%
Median	2.617%
Mode	-53.526%
Standard Deviation	307.756%
Sample Variance	94713.933%
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	-18.582%	45	46.88%	-8.710%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	29.04%
12	3 Years	75.84%
20	5 Years	76.18%
40	10 Years	173.89%
80	20 Years	103.77%
200	50 Years	92.99%

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 88.21 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -1268.56%	0	0.00%	0.00%
-1268.56% to -923.11%	0	0.00%	0.00%
-923.11% to -577.67%	0	0.00%	0.00%
-577.67% to -232.22%	0	0.00%	0.00%
-232.22% to 113.22%	87	89.69%	89.69%
113.22% to 458.67%	7	7.22%	96.91%
458.67% to 804.11%	1	1.03%	97.94%
804.11% to 1149.56%	1	1.03%	98.97%
1149.56% to 1495.01%	0	0.00%	98.97%
Greater than 1495.01%	1	1.03%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-347.37%	573.82%	97.94%	68.27%
±2σ	-807.97%	1034.41%	98.97%	95.45%
±3σ	-1268.56%	1495.00%	98.97%	99.73%

Descriptive Statistics

Mean	113.223%
Standard Error	46.766%
Median	41.852%
Mode	33.582%
Standard Deviation	460.594%
Sample Variance	212146.648%
Kurtosis	88.21
Skewness	9.23
Range	4484.034%
Minimum	15.966%
Maximum	4500.000%
Count	97

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	113.223%	97	100.00%	113.223%
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 -90.83%	1	1.03%	1.03%
-90.83% to -67.07%	0	0.00%	1.03%
-67.07% to -43.31%	2	2.06%	3.09%
-43.31% to -19.56%	11	11.34%	14.43%
-19.56% to 4.19%	44	45.36%	59.79%
4.19% to 27.95%	21	21.65%	81.44%
27.95% to 51.70%	11	11.34%	92.78%
51.70% to 75.46%	3	3.09%	95.88%
75.46% to 99.21%	2	2.06%	97.94%
Greater than 99.21%	2	2.06%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-27.48%	35.87%	76.29%	68.27%
±2σ	-59.15%	67.54%	92.78%	95.45%
±3σ	-90.82%	99.21%	96.91%	99.73%

Descriptive Statistics

Mean	4.194%
Standard Error	3.216%
Median	-1.801%
Mode	-19.084%
Standard Deviation	31.673%
Sample Variance	1003.167%
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	28.238%	45	46.39%	13.100%
Negative	-16.613%	52	53.61%	-8.906%
Zero	0.000%	0	0.00%	0.000%

GME Deep Analytical Report