Kinder Morgan Management LLC GARCH Volatility Analysis
Inactive
Last recorded values (Monday, December 29th, 2014):
1 Day
11.07%
1 Week
12.69%
1 Month
16.11%
Analysis last updated: Monday, March 1, 2021 at 08:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1170 | 17.20 | |
| 0.1737 | 21.63 | |
| 0.7545 | 83.78 |
Estimation Period:
May 17, 2001 to Dec 26, 2014
May 17, 2001 to Dec 26, 2014
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