Kansas City Southern MEM Volatility Analysis
Inactive
Last recorded values (Tuesday, December 14th, 2021):
1 Day
27.51%
1 Week
27.92%
1 Month
29.32%
Analysis last updated: Monday, December 13, 2021 at 10:47 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1046 | 11.29 | |
| 0.1524 | 41.80 | |
| 0.8281 | 270.90 |
Estimation Period:
Jan 2, 1990 to Dec 10, 2021
Jan 2, 1990 to Dec 10, 2021
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