Matthews China Active ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.86% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.2957 | 5.78 | |
| 0.0667 | 8.83 | |
| 0.9591 | 188.32 | |
| 5.5889 | 2.20 |
Estimation Period:
Jul 25, 2022 to Feb 6, 2026
Jul 25, 2022 to Feb 6, 2026
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