Matthews Korea Active ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.33% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7129 | 9.72 | |
| 0.1082 | 1.67 | |
| 0.4707 | 2.25 | |
| -0.1159 | -3.26 |
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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