Kinder Morgan Energy Partners LP GARCH Volatility Analysis
Inactive
Last recorded values (Monday, December 29th, 2014):
1 Day
10.90%
1 Week
12.27%
1 Month
15.72%
Analysis last updated: Monday, March 1, 2021 at 06:01 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0855 | 22.87 | |
| 0.1483 | 28.81 | |
| 0.8094 | 150.53 |
Estimation Period:
Jul 31, 1992 to Dec 26, 2014
Jul 31, 1992 to Dec 26, 2014
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