Matthews Korea Active ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.50% (+3.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7926 | 7.73 | |
| 0.1179 | 1.61 | |
| 0.3497 | 1.61 | |
| 0.0811 | 0.49 |
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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