Lorillard LLC AGARCH Volatility Analysis
Inactive
Last recorded values (Friday, June 12th, 2015):
1 Day
15.76%
1 Week
16.53%
1 Month
18.98%
Analysis last updated: Friday, April 29, 2016 at 05:55 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 5.27 | |
| 0.0692 | 23.22 | |
| 0.9111 | 233.67 | |
| 0.7593 | 16.34 |
Estimation Period:
Feb 4, 2002 to Jun 5, 2015
Feb 4, 2002 to Jun 5, 2015
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