Keppel Infrastructure Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.44% (+0.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0766 | 19.40 | |
| 0.0763 | 8.62 | |
| 0.8568 | 171.92 | |
| 0.0305 | 1.89 |
Estimation Period:
Feb 12, 2007 to Feb 20, 2026
Feb 12, 2007 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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