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V-Lab

Keel Infrastructure Corp Zero Slope Spline-GARCH Volatility Analysis

Volatility prediction for Thursday, August 6th, 2026

1 Day

114.55%

decreased by 7.32%

1 Week

110.17%

decreased by 11.70%

1 Month

103.46%

decreased by 18.41%

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 S0GARCH

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

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 3 trading days.

τ

Zero Slope Spline-GARCH Model

Tap to view equation

ParameterValuet-statistic
ω

const

Unconditional variance weight

1.0858
10.49***
α

ARCH

Response to squared shocks

0.0846
2.61***
β

GARCH

Volatility persistence

0.7350
6.96***
γi Spline Coefficients
K=1
γ10.0074
0.89

Persistence:

0.820

Half-life:

3 days