Matthews Korea Active ETF AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.72% (-3.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9946 | 17.74 | |
| 0.2164 | 12.74 | |
| 0.1776 | 6.26 | |
| 0.8323 | 11.18 |
Estimation Period:
Jul 17, 2023 to Feb 6, 2026
Jul 17, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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