Reynolds American Inc EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0112 | 2.99 | |
| 0.0677 | 23.33 | |
| 0.9954 | 769.84 | |
| -0.0497 | -10.23 |
Estimation Period:
Jun 2, 1999 to Jul 21, 2017
Jun 2, 1999 to Jul 21, 2017
News Impact Curve
Volatility Forecasts
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