Matthews Pacific Tiger A ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.79% (-2.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0598 | 4.85 | |
| 0.2742 | 11.71 | |
| 0.8118 | 39.37 | |
| -0.0965 | -3.83 |
Estimation Period:
Sep 25, 2023 to Feb 13, 2026
Sep 25, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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