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V-Lab

Macquarie Korea Infrastructure Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:12.95% (-1.18%)
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 SGARCH
paramt-stat
ω0.92693.84
α0.47899.05
β0.23886.06
γ1-0.1874-0.75
γ2-0.2710-0.76
γ31.07284.46
γ4-0.9472-4.01
γ50.28131.21
γ60.34981.61
γ7-0.4831-2.79
γ80.24961.57
γ9-0.1508-0.83
γ100.22660.93
Estimation Period:
Mar 15, 2006 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts