Lorillard LLC GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Friday, June 12th, 2015):
1 Day
13.53%
1 Week
14.33%
1 Month
16.81%
Analysis last updated: Thursday, March 26, 2026 at 02:18 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 2.7438 | 3.42 | |
| 0.0757 | 15.20 | |
| 0.9775 | 152.83 | |
| 3.9148 | 7.27 |
Estimation Period:
Feb 4, 2002 to Jun 5, 2015
Feb 4, 2002 to Jun 5, 2015
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