Kinder Morgan Energy Partners LP EGARCH Volatility Analysis
Inactive
Last recorded values (Monday, December 29th, 2014):
1 Day
6.17%
1 Week
7.35%
1 Month
12.08%
Analysis last updated: Monday, March 1, 2021 at 05:35 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0497 | 18.56 | |
| 0.2881 | 26.77 | |
| 0.9341 | 271.39 | |
| -0.0463 | -4.76 |
Estimation Period:
Jul 31, 1992 to Dec 26, 2014
Jul 31, 1992 to Dec 26, 2014
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