Lorillard LLC EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0332 | 7.76 | |
| 0.1389 | 22.06 | |
| 0.9786 | 435.92 | |
| -0.0572 | -8.91 |
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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