V-Lab
V-Lab
Reynolds American Inc APARCH Volatility Analysis
Volatility Prediction for Tuesday, July 25th, 2017:15.41% (+1.92%)

Analysis last updated: Monday, July 24, 2017 at 11:04 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Reynolds American Inc APARCH
paramt-stat
ω0.00849.60
α0.02532.39
β0.9747721.98
γ1.00001.46
δ1.204922.83
Estimation Period:
Jun 2, 1999 to Jul 21, 2017
Impact of return on volatility tomorrow
Volatility Forecasts