Matthews China Active ETF EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.41% (+3.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0888 | 7.32 | |
| 0.2280 | 10.03 | |
| 0.9337 | 107.53 | |
| 0.0384 | 1.71 |
Estimation Period:
Jul 25, 2022 to Feb 6, 2026
Jul 25, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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