Kinder Morgan Management LLC AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, December 29th, 2014):
1 Day
11.89%
1 Week
13.07%
1 Month
15.93%
Analysis last updated: Friday, April 29, 2016 at 06:07 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 11.36 | |
| 0.1220 | 27.18 | |
| 0.8216 | 148.62 | |
| 0.6410 | 23.68 |
Estimation Period:
May 17, 2001 to Dec 26, 2014
May 17, 2001 to Dec 26, 2014
Other AGARCH Analyses on Equities