Reynolds American Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, July 25th, 2017):
1 Day
15.85%
1 Week
15.99%
1 Month
16.51%
Analysis last updated: Monday, March 1, 2021 at 08:24 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0123 | 6.45 | |
| 0.0103 | 6.26 | |
| 0.9663 | 577.92 | |
| 0.0394 | 9.43 |
Estimation Period:
Jun 2, 1999 to Jul 21, 2017
Jun 2, 1999 to Jul 21, 2017
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