V-Lab: Kansas City Southern GAS-GARCH Student T Volatility Analysis

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V-Lab

Kansas City Southern GAS-GARCH Student T Volatility Analysis

Volatility Prediction for Tuesday, December 14th, 2021:24.95% (+1.17%)

Analysis last updated: Monday, December 13, 2021 at 10:53 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	5.4700	4.46
$α$	0.0621	32.99
$β$	0.9906	465.28
$ν$	5	11.49

Estimation Period:
Jan 2, 1990 to Dec 10, 2021