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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 21, 2021 to Jul 10, 2026Model 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
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| Parameter | Value | t-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
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