Keppel Infrastructure Trust AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.51% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1185 | 24.32 | |
| 0.1223 | 25.89 | |
| 0.7972 | 170.74 | |
| 0.1569 | 3.34 |
Estimation Period:
Feb 12, 2007 to Feb 6, 2026
Feb 12, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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