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V-Lab

Keel Infrastructure Corp EGARCH Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

103.92%

decreased by 2.17%

1 Week

103.86%

decreased by 2.23%

1 Month

103.75%

decreased by 2.34%

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 EGARCH

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

Model Insight

Volatility shocks decay with a half-life of 5 trading days, meaning a shock loses half its impact after approximately 5 days.

σ

EGARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

0.4450
7.27***
α

ARCH

Response to squared shocks

0.1221
8.69***
β

GARCH

Volatility persistence

0.8814
54.04***
γ

leverage

Additional response to negative shocks

0.0192
1.29

Persistence:

0.881

Half-life:

5 days