Kcl Infra Project Ltd GJR-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Wednesday, June 24th, 2026
1 Day
22.31%
decreased by 1.22%
1 Week
23.35%
decreased by 0.18%
1 Month
27.13%
increased by 3.60%
Analysis last updated: Wednesday, June 24, 2026 at 06:50 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0945 | 12.67 | |
| 0.1516 | 18.81 | |
| 0.8562 | 239.62 | |
| -0.0155 | -1.23 |
Estimation Period:
Sep 14, 2009 to Jun 19, 2026
Sep 14, 2009 to Jun 19, 2026
Other Kcl Infra Project Ltd Analyses
Other GJR-GARCH Analyses on International Equities