Kansas City Southern APARCH Volatility Analysis
Inactive
Last recorded values (Tuesday, December 14th, 2021):
1 Day
25.37%
1 Week
25.79%
1 Month
27.38%
Analysis last updated: Monday, December 13, 2021 at 10:48 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0368 | 15.23 | |
| 0.0541 | 24.34 | |
| 0.9455 | 447.91 | |
| 0.3300 | 11.38 | |
| 1.3305 | 27.90 |
Estimation Period:
Jan 2, 1990 to Dec 10, 2021
Jan 2, 1990 to Dec 10, 2021
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