Xtrackers Harvest CSI 300 China A-Shares ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:16.41% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1365 | 4.87 | |
| 0.1479 | 4.16 | |
| 0.6932 | 12.10 | |
| 2.3086 | 4.93 | |
| -4.8333 | -7.02 | |
| 4.4096 | 9.35 | |
| -2.4480 | -5.58 | |
| 0.5258 | 1.20 | |
| 0.0162 | 0.03 | |
| 0.0358 | 0.07 | |
| 0.0437 | 0.08 | |
| -0.1148 | -0.19 | |
| 0.0911 | 0.22 |
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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