V-Lab
V-Lab
Kinder Morgan Management LLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 29th, 2014:11.11% (-0.05%)

Analysis last updated: Monday, March 1, 2021 at 05:23 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kinder Morgan Management LLC GJR-GARCH
paramt-stat
ω0.082220.35
α0.03128.68
β0.8238151.33
γ0.191413.07
Estimation Period:
May 17, 2001 to Dec 26, 2014
Impact of return on volatility tomorrow
Volatility Forecasts