V-Lab
V-Lab
Kansas City Southern AGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 14th, 2021:24.70% (+0.32%)

Analysis last updated: Monday, December 13, 2021 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kansas City Southern AGARCH
paramt-stat
ω0.048613.18
α0.053232.31
β0.9343465.29
γ0.671012.17
Estimation Period:
Jan 2, 1990 to Dec 10, 2021
Impact of return on volatility tomorrow
Volatility Forecasts