Keppel Infrastructure Trust GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.38% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0756 | 19.16 | |
| 0.0739 | 8.49 | |
| 0.8584 | 172.43 | |
| 0.0328 | 2.05 |
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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