Kansas City Southern MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, December 14th, 2021):
1 Day
25.82%
1 Week
25.99%
1 Month
26.58%
Analysis last updated: Monday, December 13, 2021 at 10:53 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0146 | 7.74 | |
| 0.9149 | 149.42 | |
| 0.0651 | 12.39 | |
| 0.0326 | 2.82 | |
| 0.0244 | 2.44 | |
| 0.9694 | 80.58 |
Estimation Period:
Jan 2, 1990 to Dec 10, 2021
Jan 2, 1990 to Dec 10, 2021
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