Lorillard LLC APARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0370 | 9.67 | |
| 0.0773 | 19.48 | |
| 0.9227 | 207.82 | |
| 0.5012 | 11.21 | |
| 0.8641 | 11.50 |
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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