Keppel Infrastructure Trust MF2-GARCH Volatility Analysis
High-persistence model: shocks decay very slowly, so the theoretical long-run value may not be practically meaningful
Volatility prediction for Tuesday, June 9th, 2026
1 Day
0.23%
decreased by 67.83%
1 Week
0.16%
decreased by 67.90%
1 Month
0.11%
decreased by 67.95%
Analysis last updated: Tuesday, June 9, 2026 at 08:43 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.7500 | 7,499,900.00 | |
| 0.0000 | 100.00 | |
| 0.5000 | 5,000,000.00 | |
| 0.0000 | 10.00 | |
| 0.0000 | 100.00 | |
| 0.0000 | 0.00 |
Estimation Period:
Feb 12, 2007 to Jun 5, 2026
Feb 12, 2007 to Jun 5, 2026
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