Kansas City Southern EGARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, December 14th, 2021):
1 Day
25.25%
1 Week
25.66%
1 Month
27.25%
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 | |
|---|---|---|
| 0.0282 | 11.05 | |
| 0.1048 | 27.14 | |
| 0.9871 | 1,096.75 | |
| -0.0374 | -8.35 |
Estimation Period:
Jan 2, 1990 to Dec 10, 2021
Jan 2, 1990 to Dec 10, 2021
Other EGARCH Analyses on Equities