Lorillard LLC MEM Volatility Analysis
Inactive
Last recorded values (Friday, June 12th, 2015):
1 Day
14.12%
1 Week
16.93%
1 Month
23.03%
Analysis last updated: Friday, April 29, 2016 at 05:48 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2281 | 7.64 | |
| 0.3155 | 17.59 | |
| 0.6277 | 28.37 |
Estimation Period:
Feb 4, 2002 to Jun 5, 2015
Feb 4, 2002 to Jun 5, 2015
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