V-Lab
V-Lab
Kinder Morgan Energy Partners LP GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2014:10.94% (-0.05%)

Analysis last updated: Monday, March 1, 2021 at 05:36 PM UTC

Date Range:

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graph of Kinder Morgan Energy Partners LP GJR-GARCH
paramt-stat
ω0.086621.37
α0.110512.90
β0.8099135.36
γ0.07495.81
Estimation Period:
Jul 31, 1992 to Dec 26, 2014
Impact of return on volatility tomorrow
Volatility Forecasts