Keppel Infrastructure Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.62% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4560 | 7.61 | |
| 0.1031 | 5.41 | |
| 0.8071 | 28.72 | |
| 0.0110 | 2.29 | |
| -0.0120 | -1.97 |
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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