Matthews Korea Active ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:30.17% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8200 | 9.09 | |
| 0.1183 | 4.16 | |
| 0.8028 | 34.52 | |
| 6.2176 | 1.25 |
Estimation Period:
Jul 17, 2023 to Feb 6, 2026
Jul 17, 2023 to Feb 6, 2026
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