Lorillard LLC Asy. MEM Volatility Analysis
Inactive
Last recorded values (Friday, June 12th, 2015):
1 Day
14.17%
1 Week
16.93%
1 Month
22.92%
Analysis last updated: Friday, April 29, 2016 at 06:48 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2261 | 7.94 | |
| 0.2989 | 24.65 | |
| 0.6344 | 27.07 | |
| 0.0186 | 0.60 |
Estimation Period:
Feb 4, 2002 to Jun 5, 2015
Feb 4, 2002 to Jun 5, 2015
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