V-Lab
V-Lab
Reynolds American Inc Asy. MEM Volatility Analysis
Volatility Prediction for Tuesday, July 25th, 2017:21.08% (+8.66%)

Analysis last updated: Monday, July 24, 2017 at 11:03 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Reynolds American Inc AMEM
paramt-stat
ω0.053215.37
α0.146921.18
β0.8066187.97
γ0.08096.36
Estimation Period:
Jun 2, 1999 to Jul 21, 2017
Impact of return on volatility tomorrow
Volatility Forecasts