Skip to main content
V-Lab

Keel Infrastructure Corp GAS-GARCH Student T Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

118.04%

decreased by 3.21%

1 Week

116.15%

decreased by 5.10%

1 Month

111.34%

decreased by 9.91%

Analysis last updated: Wednesday, August 5, 2026 at 09:27 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 31, 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 = 7.01 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

43.1339
7.79***
α

ARCH

Response to squared shocks

0.0458
4.99***
β

GARCH

Volatility persistence

0.9217
57.31***
ν

DF

Student-t tail thickness

7.0130
0.70

Persistence:

0.922

Half-life:

8 days