Great Plains Energy Inc GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, June 6th, 2018):
1 Day
22.47%
1 Week
22.36%
1 Month
21.97%
Analysis last updated: Monday, March 1, 2021 at 08:52 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0191 | 15.48 | |
| 0.0318 | 13.69 | |
| 0.9368 | 377.12 | |
| 0.0343 | 7.84 |
Estimation Period:
Jan 2, 1990 to Jun 1, 2018
Jan 2, 1990 to Jun 1, 2018
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