Keppel Infrastructure Trust GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:20.55% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0790 | 20.52 | |
| 0.0975 | 22.12 | |
| 0.8505 | 170.86 |
Estimation Period:
Feb 12, 2007 to Feb 16, 2026
Feb 12, 2007 to Feb 16, 2026
News Impact Curve
Volatility Forecasts
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