V-Lab
V-Lab
Reynolds American Inc EGARCH Volatility Analysis
Volatility Prediction for Tuesday, July 25th, 2017:14.70% (+1.98%)

Analysis last updated: Monday, March 1, 2021 at 08:25 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Reynolds American Inc EGARCH
paramt-stat
ω0.01122.99
α0.067723.33
β0.9954769.84
γ-0.0497-10.23
Estimation Period:
Jun 2, 1999 to Jul 21, 2017
Impact of return on volatility tomorrow
Volatility Forecasts