Keel Infrastructure Corp GARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
102.92%
decreased by 2.33%
1 Week
102.90%
decreased by 2.35%
1 Month
102.84%
decreased by 2.41%
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 5 trading days, meaning a shock loses half its impact after approximately 5 days.
σ
GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 7.91*** |
α ARCH Response to squared shocks | 0.0603 | 9.47*** |
β GARCH Volatility persistence | 0.8204 | 45.51*** |
Persistence:
0.881
Half-life:
5 days
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