Kinder Morgan Management LLC Asy. MEM Volatility Analysis
Inactive
Last recorded values (Friday, November 28th, 2014):
1 Day
25.51%
1 Week
24.92%
1 Month
23.28%
Analysis last updated: Thursday, April 14, 2016 at 01:32 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1088 | 27.32 | |
| 0.1872 | 26.64 | |
| 0.6547 | 95.81 | |
| 0.1828 | 10.20 |
Estimation Period:
May 17, 2001 to Nov 26, 2014
May 17, 2001 to Nov 26, 2014
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