Kinder Morgan Management LLC EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, December 29th, 2014):
1 Day
7.13%
1 Week
8.12%
1 Month
11.86%
Analysis last updated: Monday, March 1, 2021 at 06:25 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0347 | 7.90 | |
| 0.2258 | 29.26 | |
| 0.9404 | 295.44 | |
| -0.1380 | -19.15 |
Estimation Period:
May 17, 2001 to Dec 26, 2014
May 17, 2001 to Dec 26, 2014
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