Keel Infrastructure Corp AGARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
97.54%
decreased by 5.49%
1 Week
100.25%
decreased by 2.78%
1 Month
102.18%
decreased by 0.85%
Analysis last updated: Friday, July 10, 2026 at 10:11 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 21, 2021 to Jul 10, 2026Boundary Parameters
Model Insight
Volatility shocks decay with a half-life of 2 trading days, meaning a shock loses half its impact after approximately 2 days.
σ
AGARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 15.0000 | 23.02*** |
α ARCH Response to squared shocks | 0.1023 | 13.22*** |
β GARCH Volatility persistence | 0.5401 | 40.79*** |
γ leverage Additional response to negative shocks | -0.3942 | -0.98 |
Persistence:
0.642
Half-life:
2 days
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