V-Lab
V-Lab
Kansas City Southern EGARCH Volatility Analysis
Volatility Prediction for Tuesday, December 14th, 2021:25.25% (+1.16%)

Analysis last updated: Monday, December 13, 2021 at 10:48 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kansas City Southern EGARCH
paramt-stat
ω0.028211.05
α0.104827.14
β0.98711096.75
γ-0.0374-8.35
Estimation Period:
Jan 2, 1990 to Dec 10, 2021
Impact of return on volatility tomorrow
Volatility Forecasts