Xtrackers Harvest CSI 500 China A-Shares ETF AGARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:19.10% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0810 | 8.90 | |
| 0.1303 | 20.23 | |
| 0.8433 | 127.41 | |
| 0.4265 | 7.74 |
Estimation Period:
May 21, 2014 to Feb 13, 2026
May 21, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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