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 Thursday, May 21st, 2026
1 Day
24.68%
decreased by 1.01%
1 Week
25.62%
decreased by 0.07%
1 Month
29.09%
increased by 3.40%
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 | |
|---|---|---|
| 0.0943 | 12.65 | |
| 0.1512 | 18.79 | |
| 0.8564 | 238.96 | |
| -0.0152 | -1.22 |
Estimation Period:
Sep 14, 2009 to May 15, 2026
Sep 14, 2009 to May 15, 2026
Other Kcl Infra Project Ltd Analyses
Other GJR-GARCH Analyses on International Equities