Reynolds American Inc GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0188 | 10.08 | |
| 0.0425 | 24.43 | |
| 0.9513 | 471.18 |
Estimation Period:
Jun 2, 1999 to Jul 21, 2017
Jun 2, 1999 to Jul 21, 2017
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on Equities