V-Lab
V-Lab
Kansas City Southern MEM Volatility Analysis
Volatility Prediction for Tuesday, December 14th, 2021:27.51% (+2.15%)

Analysis last updated: Monday, December 13, 2021 at 10:47 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kansas City Southern MEM
paramt-stat
ω0.104611.29
α0.152441.80
β0.8281270.90
Estimation Period:
Jan 2, 1990 to Dec 10, 2021
Impact of return on volatility tomorrow
Volatility Forecasts