Matthews Korea Active ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.37% (-3.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1914 | 8.10 | |
| 0.2654 | 10.72 | |
| 0.6790 | 22.64 | |
| -0.1373 | -5.31 |
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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