Kinder Morgan Energy Partners LP AGARCH Volatility Analysis
Inactive
Last recorded values (Monday, December 29th, 2014):
1 Day
11.19%
1 Week
12.66%
1 Month
16.24%
Analysis last updated: Friday, April 29, 2016 at 06:43 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0890 | 18.86 | |
| 0.1527 | 27.16 | |
| 0.8000 | 135.01 | |
| 0.2176 | 6.33 |
Estimation Period:
Jul 31, 1992 to Dec 26, 2014
Jul 31, 1992 to Dec 26, 2014
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