Kansas City Southern GAS-GARCH Student T Volatility Analysis
Inactive
Last recorded values (Tuesday, December 14th, 2021):
1 Day
24.95%
1 Week
25.23%
1 Month
26.26%
Analysis last updated: Thursday, March 26, 2026 at 02:06 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 5.4700 | 4.46 | |
| 0.0621 | 32.99 | |
| 0.9906 | 465.28 | |
| 4.6516 | 11.49 |
Estimation Period:
Jan 2, 1990 to Dec 10, 2021
Jan 2, 1990 to Dec 10, 2021
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