Matthews Emerging Markets Equity Active ETF EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:16.73% (-0.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0564 | 4.46 | |
| 0.1509 | 6.42 | |
| 0.8008 | 40.03 | |
| -0.1211 | -7.59 |
Estimation Period:
Jul 14, 2022 to Feb 6, 2026
Jul 14, 2022 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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