GameStop Corp. (GME) Volatility

    Consumer Discretionary
    Market data as of 2026-09-04 · Autonium metric computed 2026-09-04 · model v1

    GME volatility — the short answer

    GME's realised volatility is 22.9% annualised over 20 days and 35.0% over 60 days, placing it in the 5th percentile of its own last year.

    Volatility and drawdown

    Realised volatility (20d, annualised)+22.9%
    Realised volatility (60d, annualised)+35.0%
    1-year volatility percentile5
    Current drawdown from peak-30.8%
    Deepest 1-year drawdown-35.5%
    SPY volatility (20d)+8.1%

    Signal drivers

    MomentumNeutral
    Technical trendNegative
    VolatilityNeutral
    SentimentNeutral

    GME's Algo Score rose 34 points over the last seven days. The factors currently reading positive are none; reading negative: technical trend.

    Sector peers — 20-day volatility

    AMZN — Amazon.com Inc.26.5
    TSLA — Tesla Inc.50.6
    RIVN — Rivian Automotive46.7
    LCID — Lucid Group59.2
    HD — Home Depot Inc.21.2

    Score history

    • 2026-09-0742
    • 2026-09-0441
    • 2026-09-0344
    • 2026-09-0239
    • 2026-09-0142
    • 2026-08-318
    • 2026-08-283
    • 2026-08-274
    • 2026-08-262
    • 2026-08-253
    • 2026-08-244
    • 2026-08-214

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    Autonium publishes research, not recommendations. Scores, factors and written reads describe historical and current data and are not buy or sell advice. Not financial advice. Market data is refreshed on a schedule and may lag. See our methodology and disclosures.