Matthews China Active ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.20% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1667 | 7.51 | |
| 0.1008 | 4.81 | |
| 0.8658 | 62.29 | |
| -0.0299 | -0.88 |
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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