Matthews Emerging Markets Equity Active ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.85% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8166 | 4.72 | |
| 0.0625 | 1.68 | |
| 0.5275 | 1.17 | |
| -10.8688 | -2.00 | |
| 14.3021 | 1.78 | |
| -2.8458 | -0.58 | |
| -2.6363 | -0.60 | |
| 6.3956 | 1.34 | |
| -3.8606 | -0.77 | |
| -10.2356 | -1.58 | |
| 20.1241 | 2.74 | |
| -14.0448 | -2.91 |
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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