Keppel Infrastructure Trust AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:18.18% (-1.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1187 | 24.34 | |
| 0.1225 | 25.86 | |
| 0.7969 | 170.36 | |
| 0.1554 | 3.31 |
Estimation Period:
Feb 12, 2007 to Jan 30, 2026
Feb 12, 2007 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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