Macquarie Korea Infrastructure Fund GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:17.71% (+0.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1349 | 4.50 | |
| 0.1694 | 30.51 | |
| 0.9581 | 106.41 | |
| 3.0260 | 25.55 |
Estimation Period:
Mar 15, 2006 to Feb 13, 2026
Mar 15, 2006 to Feb 13, 2026
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