Keppel Infrastructure Trust EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:20.33% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0312 | 7.51 | |
| 0.1635 | 25.71 | |
| 0.9570 | 310.82 | |
| -0.0374 | -3.43 |
Estimation Period:
Feb 12, 2007 to Feb 16, 2026
Feb 12, 2007 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
Other Keppel Infrastructure Trust Analyses
Other EGARCH Analyses on Units