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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Keel Infrastructure Corp AGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 21, 2021 to Jul 10, 2026
Boundary 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

ParameterValuet-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