Lorillard LLC GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0394 | 9.38 | |
| 0.0538 | 17.91 | |
| 0.9339 | 234.64 |
Estimation Period:
Feb 4, 2002 to Jun 5, 2015
Feb 4, 2002 to Jun 5, 2015
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equities