Macquarie Korea Infrastructure Fund Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:12.95% (-1.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9269 | 3.84 | |
| 0.4789 | 9.05 | |
| 0.2388 | 6.06 | |
| -0.1874 | -0.75 | |
| -0.2710 | -0.76 | |
| 1.0728 | 4.46 | |
| -0.9472 | -4.01 | |
| 0.2813 | 1.21 | |
| 0.3498 | 1.61 | |
| -0.4831 | -2.79 | |
| 0.2496 | 1.57 | |
| -0.1508 | -0.83 | |
| 0.2266 | 0.93 |
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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