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V-Lab

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

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Keel Infrastructure Corp SGARCH

News Impact Curve

How returns affect tomorrow's volatility

Volatility Forecast

How volatility evolves over time

Parameter Estimates

Jun 21, 2021 to Jul 10, 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

Spline-GARCH Model

Tap to view equation

ParameterValuet-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***
γi Spline Coefficients
K=1
γ10.0397
1.38

Persistence:

0.852

Half-life:

4 days