V-Lab
V-Lab
Reynolds American Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, July 25th, 2017:16.26% (+1.57%)

Analysis last updated: Monday, March 1, 2021 at 06:41 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

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10Y ·

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graph of Reynolds American Inc GARCH
paramt-stat
ω0.018810.08
α0.042524.43
β0.9513471.18
Estimation Period:
Jun 2, 1999 to Jul 21, 2017
Impact of return on volatility tomorrow
Volatility Forecasts