Xtrackers Harvest CSI 300 China A-Shares ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.43% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.0184 | 5.49 | |
| 0.0737 | 31.18 | |
| 0.9876 | 476.40 | |
| 5.3708 | 7.71 |
Estimation Period:
Nov 6, 2013 to Feb 13, 2026
Nov 6, 2013 to Feb 13, 2026
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