Matthews Asia Innovators Active ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:20.53% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0654 | 7.28 | |
| 0.0136 | 2.18 | |
| 0.9082 | 115.23 | |
| 0.0939 | 5.99 |
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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