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
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
Jun 21, 2021 to Jul 31, 2026Model 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
| Parameter | Value | t-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*** |
Spline Coefficients
K=1
| γ1 | 0.0074 | 0.89 |
Persistence:
0.820
Half-life:
3 days
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