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V-Lab
Kinder Morgan Energy Partners LP AGARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2014:11.19% (-0.04%)

Analysis last updated: Friday, April 29, 2016 at 06:43 AM UTC

Date Range:

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graph of Kinder Morgan Energy Partners LP AGARCH
paramt-stat
ω0.089018.86
α0.152727.16
β0.8000135.01
γ0.21766.33
Estimation Period:
Jul 31, 1992 to Dec 26, 2014
Impact of return on volatility tomorrow
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