Reynolds American Inc MEM Volatility Analysis
Inactive
Last recorded values (Tuesday, July 25th, 2017):
1 Day
20.16%
1 Week
20.77%
1 Month
22.90%
Analysis last updated: Monday, July 24, 2017 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0646 | 8.14 | |
| 0.2103 | 28.83 | |
| 0.7804 | 159.14 |
Estimation Period:
Jun 2, 1999 to Jul 21, 2017
Jun 2, 1999 to Jul 21, 2017
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