Great Plains Energy Inc EGARCH Volatility Analysis
Inactive
Last recorded values (Wednesday, June 6th, 2018):
1 Day
21.65%
1 Week
21.68%
1 Month
21.78%
Analysis last updated: Monday, March 1, 2021 at 05:37 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0090 | 7.66 | |
| 0.1041 | 26.61 | |
| 0.9875 | 1,119.59 | |
| -0.0331 | -9.18 |
Estimation Period:
Jan 2, 1990 to Jun 1, 2018
Jan 2, 1990 to Jun 1, 2018
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