Xtrackers Harvest CSI 500 China A-Shares ETF EGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.37% (-1.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0447 | 14.71 | |
| 0.2465 | 22.47 | |
| 0.9690 | 439.07 | |
| -0.0411 | -4.40 |
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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