Matthews Korea Active ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.96% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1339 | 18.59 | |
| 0.0655 | 4.54 | |
| 0.1621 | 5.58 | |
| 0.3694 | 4.64 |
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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