Reynolds American Inc APARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, July 25th, 2017):
1 Day
15.41%
1 Week
15.60%
1 Month
16.32%
Analysis last updated: Monday, July 24, 2017 at 11:04 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0084 | 9.60 | |
| 0.0253 | 2.39 | |
| 0.9747 | 721.98 | |
| 1.0000 | 1.46 | |
| 1.2049 | 22.83 |
Estimation Period:
Jun 2, 1999 to Jul 21, 2017
Jun 2, 1999 to Jul 21, 2017
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