Keppel Infrastructure Trust Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, December 15th, 2025:16.25% (+0.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4553 | 7.57 | |
| 0.1029 | 5.37 | |
| 0.8073 | 28.69 | |
| 0.0112 | 2.27 | |
| -0.0122 | -1.94 |
Estimation Period:
Feb 12, 2007 to Dec 12, 2025
Feb 12, 2007 to Dec 12, 2025
News Impact Curve
Volatility Forecasts
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