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Matthews Emerging Markets Equity Active ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.85% (-0.52%)
Analysis last updated: Monday, February 9, 2026 at 10:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Matthews Emerging Markets Equity Active ETF S0GARCH
paramt-stat
ω0.81664.72
α0.06251.68
β0.52751.17
γ1-10.8688-2.00
γ214.30211.78
γ3-2.8458-0.58
γ4-2.6363-0.60
γ56.39561.34
γ6-3.8606-0.77
γ7-10.2356-1.58
γ820.12412.74
γ9-14.0448-2.91
Estimation Period:
Jul 14, 2022 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts