Matthews Emerging Markets Equity Active ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:29.11% (-0.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1797 | 7.90 | |
| 0.0745 | 1.85 | |
| 0.5017 | 1.36 | |
| -0.2219 | -0.21 | |
| 0.2382 | 0.14 | |
| 2.2264 | 1.45 | |
| -6.2893 | -2.62 | |
| 10.1934 | 3.10 |
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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