Keppel Infrastructure Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:17.48% (+0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3837 | 15.22 | |
| 0.0836 | 19.81 | |
| 0.9408 | 251.90 | |
| 5.3743 | 5.91 |
Estimation Period:
Feb 12, 2007 to Dec 12, 2025
Feb 12, 2007 to Dec 12, 2025
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