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V-Lab

Keel Infrastructure Corp GAS-GARCH Student T Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

109.69%

increased by 1.70%

1 Week

108.84%

increased by 0.85%

1 Month

106.69%

decreased by 1.30%

Analysis last updated: Tuesday, August 25, 2026 at 09:26 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 Aug 21, 2026

Model Insight

Volatility shocks decay with a half-life of 9 trading days, meaning a shock loses half its impact after approximately 9 days. Returns follow a Student-t distribution with v = 7.52 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

42.4814
8.75***
α

ARCH

Response to squared shocks

0.0449
5.34***
β

GARCH

Volatility persistence

0.9247
64.98***
ν

DF

Student-t tail thickness

7.5208
0.68

Persistence:

0.925

Half-life:

9 days