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V-Lab

Keel Infrastructure Corp GAS-GARCH Student T Volatility Analysis

Volatility prediction for Monday, July 13th, 2026

1 Day

103.62%

decreased by 1.83%

1 Week

103.45%

decreased by 2.00%

1 Month

103.05%

decreased by 2.40%

Analysis last updated: Friday, July 10, 2026 at 10:12 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Keel Infrastructure Corp GAS-GARCH-T

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 8 trading days, meaning a shock loses half its impact after approximately 8 days. Returns follow a Student-t distribution with v = 7.69 degrees of freedom, capturing fatter tails than a normal distribution.

𝑓

GAS-GARCH-T Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

41.6936
9.33***
α

ARCH

Response to squared shocks

0.0451
5.21***
β

GARCH

Volatility persistence

0.9197
62.64***
ν

DF

Student-t tail thickness

7.6891
0.65

Persistence:

0.920

Half-life:

8 days