Lorillard LLC APARCH Volatility Analysis
Inactive
Last recorded values (Friday, June 12th, 2015):
1 Day
14.26%
1 Week
15.05%
1 Month
17.99%
Analysis last updated: Friday, November 20, 2015 at 07:29 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0370 | 9.67 | |
| 0.0773 | 19.48 | |
| 0.9227 | 207.82 | |
| 0.5012 | 11.21 | |
| 0.8641 | 11.50 |
Estimation Period:
Feb 4, 2002 to Jun 5, 2015
Feb 4, 2002 to Jun 5, 2015
Other APARCH Analyses on Equities