Keel Infrastructure Corp Spline-GARCH Volatility Analysis
Volatility prediction for Monday, July 13th, 2026
1 Day
105.71%
decreased by 2.55%
1 Week
106.04%
decreased by 2.22%
1 Month
106.61%
decreased by 1.65%
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, 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 4 trading days.
τ
Spline-GARCH Model
Tap to view equation
| Parameter | Value | t-statistic |
|---|---|---|
ω const Unconditional variance weight | 1.1809 | 9.44*** |
α ARCH Response to squared shocks | 0.0659 | 2.50** |
β GARCH Volatility persistence | 0.7862 | 9.25*** |
Spline Coefficients
K=1
| γ1 | 0.0397 | 1.38 |
Persistence:
0.852
Half-life:
4 days
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