Xtrackers Harvest CSI 300 China A-Shares ETF AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.26% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0683 | 10.61 | |
| 0.1116 | 18.23 | |
| 0.8654 | 150.80 | |
| 0.2207 | 3.42 |
Estimation Period:
Nov 6, 2013 to Feb 13, 2026
Nov 6, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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