Kcl Infra Project Ltd AGARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Thursday, May 21st, 2026
1 Day
23.95%
decreased by 1.40%
1 Week
25.10%
decreased by 0.25%
1 Month
29.38%
increased by 4.03%
Analysis last updated: Thursday, May 21, 2026 at 07:06 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0948 | 12.52 | |
| 0.1572 | 44.13 | |
| 0.8484 | 249.08 | |
| -0.1449 | -4.96 |
Estimation Period:
Sep 14, 2009 to May 15, 2026
Sep 14, 2009 to May 15, 2026
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