Kansas City Southern GJR-GARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0579 | 14.75 | |
| 0.0263 | 12.58 | |
| 0.9424 | 470.03 | |
| 0.0441 | 8.45 |
Estimation Period:
Jan 2, 1990 to Dec 10, 2021
Jan 2, 1990 to Dec 10, 2021
News Impact Curve
Volatility Forecasts
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