Keppel Infrastructure Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.76% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4544 | 7.60 | |
| 0.1024 | 5.38 | |
| 0.8080 | 28.85 | |
| 0.0109 | 2.27 | |
| -0.0119 | -1.94 |
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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