Keel Infrastructure Corp GJR-GARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
100.60%
decreased by 2.00%
1 Week
100.92%
decreased by 1.68%
1 Month
101.54%
decreased by 1.06%
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
GJR-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 5.0000 | 7.93*** |
α ARCH Response to squared shocks | 0.0650 | 5.41*** |
β GARCH Volatility persistence | 0.8256 | 45.38*** |
γ leverage Additional response to negative shocks | -0.0231 | -1.10 |
Persistence:
0.879
Half-life:
5 days
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