Xtrackers Harvest CSI 300 China A-Shares ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:16.03% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0650 | 11.78 | |
| 0.0850 | 10.27 | |
| 0.8742 | 160.70 | |
| 0.0426 | 2.98 |
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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