Keppel Infrastructure Trust GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.26% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3787 | 15.55 | |
| 0.0836 | 19.91 | |
| 0.9407 | 258.63 | |
| 5.4290 | 5.88 |
Estimation Period:
Feb 12, 2007 to Feb 6, 2026
Feb 12, 2007 to Feb 6, 2026
Other Keppel Infrastructure Trust Analyses
Other GAS-GARCH Student T Analyses on Units