Keppel Infrastructure Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:20.11% (-0.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3821 | 15.51 | |
| 0.0839 | 19.87 | |
| 0.9405 | 257.25 | |
| 5.4203 | 5.90 |
Estimation Period:
Feb 12, 2007 to Feb 16, 2026
Feb 12, 2007 to Feb 16, 2026
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