Lorillard LLC EGARCH Volatility Analysis
Inactive
Last recorded values (Friday, June 12th, 2015):
1 Day
13.28%
1 Week
13.83%
1 Month
16.04%
Analysis last updated: Monday, March 1, 2021 at 09:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter 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
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