Reynolds American Inc Asy. MEM Volatility Analysis
Inactive
Last recorded values (Tuesday, July 25th, 2017):
1 Day
21.08%
1 Week
21.58%
1 Month
23.40%
Analysis last updated: Monday, July 24, 2017 at 11:03 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0532 | 15.37 | |
| 0.1469 | 21.18 | |
| 0.8066 | 187.97 | |
| 0.0809 | 6.36 |
Estimation Period:
Jun 2, 1999 to Jul 21, 2017
Jun 2, 1999 to Jul 21, 2017
Other Asy. MEM Analyses on Equities