Great Plains Energy Inc AGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, June 6th, 2018):
1 Day
22.17%
1 Week
22.07%
1 Month
21.72%
Analysis last updated: Tuesday, June 5, 2018 at 09:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0162 | 12.42 | |
| 0.0514 | 25.61 | |
| 0.9336 | 368.70 | |
| 0.2989 | 9.87 |
Estimation Period:
Jan 2, 1990 to Jun 1, 2018
Jan 2, 1990 to Jun 1, 2018
Other AGARCH Analyses on Equities