V-Lab
V-Lab
Lorillard LLC AGARCH Volatility Analysis
Volatility Prediction for Friday, June 12th, 2015:15.76% (+0.42%)

Analysis last updated: Friday, April 29, 2016 at 05:55 AM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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graph of Lorillard LLC AGARCH
paramt-stat
ω0.02975.27
α0.069223.22
β0.9111233.67
γ0.759316.34
Estimation Period:
Feb 4, 2002 to Jun 5, 2015
Impact of return on volatility tomorrow
Volatility Forecasts