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V-Lab

Keel Infrastructure Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Wednesday, August 26th, 2026

1 Day

102.94%

increased by 1.16%

1 Week

102.01%

increased by 0.23%

1 Month

100.37%

decreased by 1.41%

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 S0GARCH

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

This model fits a time-varying baseline (a spline), so volatility mean-reverts toward a slowly-shifting long-run level rather than a constant. Short-run deviations decay with a half-life of 4 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0890
10.54***
α

ARCH

Response to squared shocks

0.0687
2.47**
β

GARCH

Volatility persistence

0.7871
9.28***
γi Spline Coefficients
K=1
γ10.0076
0.97

Persistence:

0.856

Half-life:

4 days