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Lorillard LLC EGARCH Volatility Analysis
Volatility Prediction for Friday, June 12th, 2015:13.28% (+0.27%)

Analysis last updated: Monday, March 1, 2021 at 09:01 PM UTC

Date Range:

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to

6M ·

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graph of Lorillard LLC EGARCH
paramt-stat
ω0.03327.76
α0.138922.06
β0.9786435.92
γ-0.0572-8.91
Estimation Period:
Feb 4, 2002 to Jun 5, 2015
Impact of return on volatility tomorrow
Volatility Forecasts