Kansas City Southern GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, December 14th, 2021):
1 Day
23.80%
1 Week
24.12%
1 Month
25.27%
Analysis last updated: Monday, December 13, 2021 at 10:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0523 | 12.20 | |
| 0.0477 | 24.40 | |
| 0.9425 | 403.66 |
Estimation Period:
Jan 2, 1990 to Dec 10, 2021
Jan 2, 1990 to Dec 10, 2021
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