Macquarie Korea Infrastructure Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:12.30% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9224 | 3.83 | |
| 0.4775 | 9.06 | |
| 0.2420 | 6.12 | |
| -0.1996 | -0.80 | |
| -0.2475 | -0.70 | |
| 1.0504 | 4.37 | |
| -0.9286 | -3.93 | |
| 0.2722 | 1.17 | |
| 0.3464 | 1.59 | |
| -0.4667 | -2.70 | |
| 0.2152 | 1.38 | |
| -0.0798 | -0.48 | |
| 0.0558 | 0.43 |
Estimation Period:
Mar 15, 2006 to Feb 13, 2026
Mar 15, 2006 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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