Xtrackers Harvest CSI 300 China A-Shares ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:10.98% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1479 | 5.23 | |
| 0.1512 | 4.23 | |
| 0.6651 | 10.78 | |
| 2.4024 | 5.42 | |
| -5.0005 | -7.66 | |
| 4.5534 | 10.06 | |
| -2.5728 | -6.10 | |
| 0.6193 | 1.48 | |
| -0.0760 | -0.16 | |
| 0.2105 | 0.43 | |
| -0.3510 | -0.75 | |
| 0.7250 | 1.49 | |
| -1.9258 | -3.06 |
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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