V-Lab: Kinder Morgan Inc/DE APARCH Volatility Analysis

V-Lab

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V-Lab

Kinder Morgan Inc/DE APARCH Volatility Analysis

Volatility Prediction for Friday, April 26th, 2024:18.65% (-0.83%)

Analysis last updated: Thursday, April 25, 2024 at 09:54 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	0.0675	15.30
$α$	0.0953	19.16
$β$	0.8811	197.63
$γ$	0.3471	13.37
$δ$	1.6858	24.98

Estimation Period:
Feb 11, 2011 to Apr 19, 2024

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts