Matthews Emerging Markets ex China Active ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.57% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2523 | 12.51 | |
| 0.0000 | 0.00 | |
| 0.5682 | 20.63 | |
| 0.2830 | 5.63 |
Estimation Period:
Jan 11, 2023 to Feb 6, 2026
Jan 11, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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