V-Lab: Reynolds American Inc GAS-GARCH Student T Volatility Analysis

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V-Lab

Reynolds American Inc GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, July 25th, 2017:16.98% (+1.50%)

Analysis last updated: Monday, March 1, 2021 at 07:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	3.0788	5.72
$α$	0.0422	53.79
$β$	0.9958	1546.32
$ν$	4	24.97

Estimation Period:
Jun 2, 1999 to Jul 21, 2017