Kcl Infra Project Ltd GARCH 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
24.70%
decreased by 0.99%
1 Week
25.64%
decreased by 0.05%
1 Month
29.11%
increased by 3.42%
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 | |
|---|---|---|
| 0.0942 | 12.60 | |
| 0.1437 | 40.09 | |
| 0.8563 | 239.05 |
Estimation Period:
Sep 14, 2009 to May 15, 2026
Sep 14, 2009 to May 15, 2026
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