V-Lab
V-Lab
Lorillard LLC MEM Volatility Analysis
Volatility Prediction for Friday, June 12th, 2015:14.12% (-0.03%)

Analysis last updated: Friday, April 29, 2016 at 05:48 AM UTC

Date Range:

from

to

6M ·

1Y ·

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10Y ·

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graph of Lorillard LLC MEM
paramt-stat
ω0.22817.64
α0.315517.59
β0.627728.37
Estimation Period:
Feb 4, 2002 to Jun 5, 2015
Impact of return on volatility tomorrow
Volatility Forecasts