Kansas City Southern AGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, December 14th, 2021):
1 Day
24.70%
1 Week
25.12%
1 Month
26.61%
Analysis last updated: Monday, December 13, 2021 at 10:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0486 | 13.18 | |
| 0.0532 | 32.31 | |
| 0.9343 | 465.29 | |
| 0.6710 | 12.17 |
Estimation Period:
Jan 2, 1990 to Dec 10, 2021
Jan 2, 1990 to Dec 10, 2021
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