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Keppel Infrastructure Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:16.06% (+0.14%)
Analysis last updated: Sunday, December 14, 2025 at 04:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Keppel Infrastructure Trust GJR-GARCH
paramt-stat
ω0.076219.11
α0.07508.49
β0.8577171.23
γ0.03161.95
Estimation Period:
Feb 12, 2007 to Dec 12, 2025
Impact of return on volatility tomorrow
Volatility Forecasts