Keppel Infrastructure Trust EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.15% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0307 | 7.14 | |
| 0.1618 | 25.41 | |
| 0.9575 | 307.99 | |
| -0.0386 | -3.55 |
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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