Kansas City Southern EGARCH Volatility Analysis
This asset is not actively trading
Parameter 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
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities