Lorillard LLC GARCH Volatility Analysis
Inactive
Last recorded values (Friday, June 12th, 2015):
1 Day
14.48%
1 Week
14.97%
1 Month
16.66%
Analysis last updated: Monday, March 1, 2021 at 08:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0394 | 9.38 | |
| 0.0538 | 17.91 | |
| 0.9339 | 234.64 |
Estimation Period:
Feb 4, 2002 to Jun 5, 2015
Feb 4, 2002 to Jun 5, 2015
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