Matthews Emerging Markets Equity Active ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:18.46% (-0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3113 | 11.51 | |
| 0.0278 | 2.08 | |
| 0.6751 | 21.22 | |
| 0.1190 | 3.52 |
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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