Kinder Morgan Management LLC APARCH Volatility Analysis
Inactive
Last recorded values (Monday, December 29th, 2014):
1 Day
8.89%
1 Week
10.52%
1 Month
15.45%
Analysis last updated: Saturday, December 27, 2014 at 06:24 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0794 | 16.17 | |
| 0.1205 | 29.62 | |
| 0.8557 | 173.02 | |
| 0.7872 | 19.03 | |
| 0.9560 | 11.43 |
Estimation Period:
May 17, 2001 to Dec 26, 2014
May 17, 2001 to Dec 26, 2014
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