Keppel Infrastructure Trust GAS-GARCH Student T Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
20.25%
decreased by 0.20%
1 Week
20.09%
decreased by 0.36%
1 Month
19.64%
decreased by 0.81%
Analysis last updated: Tuesday, June 9, 2026 at 08:42 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3976 | 15.44 | |
| 0.0850 | 20.14 | |
| 0.9414 | 257.15 | |
| 5.4759 | 5.92 |
Estimation Period:
Feb 12, 2007 to Jun 5, 2026
Feb 12, 2007 to Jun 5, 2026
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