Kinder Morgan Energy Partners LP APARCH Volatility Analysis
Inactive
Last recorded values (Monday, December 29th, 2014):
1 Day
10.49%
1 Week
12.13%
1 Month
16.41%
Analysis last updated: Friday, November 20, 2015 at 07:13 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0912 | 13.81 | |
| 0.1688 | 17.83 | |
| 0.8025 | 67.47 | |
| 0.1386 | 4.22 | |
| 1.7836 | 20.60 |
Estimation Period:
Jul 31, 1992 to Dec 26, 2014
Jul 31, 1992 to Dec 26, 2014
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