Kinder Morgan Energy Partners LP GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Monday, December 29th, 2014):
1 Day
10.94%
1 Week
12.32%
1 Month
15.81%
Analysis last updated: Monday, March 1, 2021 at 05:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0866 | 21.37 | |
| 0.1105 | 12.90 | |
| 0.8099 | 135.36 | |
| 0.0749 | 5.81 |
Estimation Period:
Jul 31, 1992 to Dec 26, 2014
Jul 31, 1992 to Dec 26, 2014
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