Xtrackers Harvest CSI 500 China A-Shares ETF GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.19% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0792 | 13.49 | |
| 0.1104 | 20.12 | |
| 0.8683 | 151.83 |
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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