V-Lab: Kinder Morgan Energy Partners LP GAS-GARCH Student T Volatility Analysis

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V-Lab

Kinder Morgan Energy Partners LP GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Monday, December 29th, 2014:8.50% (-0.06%)

Analysis last updated: Monday, March 1, 2021 at 05:59 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.8587	6.11
$α$	0.1090	27.57
$β$	0.9668	180.18
$ν$	4	12.43

Estimation Period:
Jul 31, 1992 to Dec 26, 2014