Lorillard LLC AGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0297 | 5.27 | |
| 0.0692 | 23.22 | |
| 0.9111 | 233.67 | |
| 0.7593 | 16.34 |
Estimation Period:
Feb 4, 2002 to Jun 5, 2015
Feb 4, 2002 to Jun 5, 2015
News Impact Curve
Volatility Forecasts
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