Reynolds American Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, July 25th, 2017):
1 Day
17.27%
1 Week
17.47%
1 Month
18.22%
Analysis last updated: Monday, July 24, 2017 at 11:05 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0081 | -2.64 | |
| 0.0383 | 30.92 | |
| 0.9555 | 636.17 | |
| 0.8768 | 16.56 |
Estimation Period:
Jun 2, 1999 to Jul 21, 2017
Jun 2, 1999 to Jul 21, 2017
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