Keppel Infrastructure Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Tuesday, June 9th, 2026
1 Day
19.39%
decreased by 0.55%
1 Week
19.25%
decreased by 0.69%
1 Month
18.92%
decreased by 1.02%
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 | |
|---|---|---|
| 1.4594 | 7.62 | |
| 0.1042 | 5.59 | |
| 0.8077 | 29.69 | |
| 0.0112 | 2.39 | |
| -0.0124 | -2.08 |
Estimation Period:
Feb 12, 2007 to Jun 5, 2026
Feb 12, 2007 to Jun 5, 2026
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