All registry keys have a value associated with called the Last Write Time. This is analogous to the last modification time for a file. When ever the registry key or one if its values has been created, modified, or deleted the value is updated to the current local system time. Unfortunately, there is no Last Write Time associated with a registry value, but it can be infered from the Last Write Time of the key.
Here is a PowerShell script to read the Last Write Time for a registry key.