V-Lab
V-Lab
Reynolds American Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, July 25th, 2017:17.27% (+3.32%)

Analysis last updated: Monday, July 24, 2017 at 11:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Reynolds American Inc AGARCH
paramt-stat
ω-0.0081-2.64
α0.038330.92
β0.9555636.17
γ0.876816.56
Estimation Period:
Jun 2, 1999 to Jul 21, 2017
Impact of return on volatility tomorrow
Volatility Forecasts