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Macquarie Korea Infrastructure Fund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:12.30% (-1.21%)
Analysis last updated: Sunday, February 15, 2026 at 01:54 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Macquarie Korea Infrastructure Fund S0GARCH
paramt-stat
ω0.92243.83
α0.47759.06
β0.24206.12
γ1-0.1996-0.80
γ2-0.2475-0.70
γ31.05044.37
γ4-0.9286-3.93
γ50.27221.17
γ60.34641.59
γ7-0.4667-2.70
γ80.21521.38
γ9-0.0798-0.48
γ100.05580.43
Estimation Period:
Mar 15, 2006 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts