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V-Lab

Keel Infrastructure Corp APARCH Volatility Analysis

Volatility prediction for Monday, August 17th, 2026

1 Day

111.32%

decreased by 0.28%

1 Week

110.11%

decreased by 1.49%

1 Month

107.54%

decreased by 4.06%

Analysis last updated: Friday, August 14, 2026 at 09:50 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Keel Infrastructure Corp APARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 21, 2021 to Aug 14, 2026
Boundary Parameters

Model Insight

Volatility shocks decay with a half-life of 6 trading days, meaning a shock loses half its impact after approximately 6 days. The volatility power δ = 1.20 sits below 2, so large shocks influence volatility less than quadratically, a more outlier-robust response than standard GARCH.

σ

APARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0000
3.23***
α

ARCH

Response to squared shocks

0.0662
9.07***
β

GARCH

Volatility persistence

0.8422
49.82***
γ

leverage

Additional response to negative shocks

-0.0796
-1.11
δ

power

Transformation power

1.1994
8.36***

Persistence:

0.896

Half-life:

6 days