Great Plains Energy Inc GARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, June 6th, 2018):
1 Day
22.11%
1 Week
22.02%
1 Month
21.68%
Analysis last updated: Monday, March 1, 2021 at 05:27 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0206 | 16.07 | |
| 0.0546 | 24.24 | |
| 0.9305 | 329.27 |
Estimation Period:
Jan 2, 1990 to Jun 1, 2018
Jan 2, 1990 to Jun 1, 2018
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