V-Lab
V-Lab
Reynolds American Inc MEM Volatility Analysis
Volatility Prediction for Tuesday, July 25th, 2017:20.16% (+7.15%)

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 MEM
paramt-stat
ω0.06468.14
α0.210328.83
β0.7804159.14
Estimation Period:
Jun 2, 1999 to Jul 21, 2017
Impact of return on volatility tomorrow
Volatility Forecasts