Keppel Infrastructure Trust GJR-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
20.18%
decreased by 0.60%
1 Week
20.11%
decreased by 0.67%
1 Month
19.89%
decreased by 0.89%
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 | |
|---|---|---|
| 0.0776 | 19.83 | |
| 0.0773 | 8.80 | |
| 0.8554 | 173.85 | |
| 0.0308 | 1.92 |
Estimation Period:
Feb 12, 2007 to Jun 5, 2026
Feb 12, 2007 to Jun 5, 2026
Other Keppel Infrastructure Trust Analyses
Other GJR-GARCH Analyses on Units