Macquarie Korea Infrastructure Fund AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:13.30% (+0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0421 | 17.53 | |
| 0.2416 | 28.19 | |
| 0.7431 | 88.44 | |
| 0.0072 | 0.45 |
Estimation Period:
Mar 15, 2006 to Feb 13, 2026
Mar 15, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Macquarie Korea Infrastructure Fund Analyses
Other AGARCH Analyses on International Equities