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V-Lab
Lorillard LLC APARCH Volatility Analysis
Volatility Prediction for Friday, June 12th, 2015:14.26% (+0.44%)

Analysis last updated: Friday, November 20, 2015 at 07:29 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lorillard LLC APARCH
paramt-stat
ω0.03709.67
α0.077319.48
β0.9227207.82
γ0.501211.21
δ0.864111.50
Estimation Period:
Feb 4, 2002 to Jun 5, 2015
Impact of return on volatility tomorrow
Volatility Forecasts