Xtrackers Harvest CSI 300 China A-Shares ETF EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:15.05% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0335 | 11.02 | |
| 0.2280 | 20.43 | |
| 0.9753 | 495.82 | |
| -0.0261 | -2.54 |
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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