Xtrackers Harvest CSI 500 China A-Shares ETF GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:23.22% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.1242 | 5.98 | |
| 0.0826 | 25.53 | |
| 0.9817 | 338.64 | |
| 5.4480 | 6.52 |
Estimation Period:
May 21, 2014 to Feb 13, 2026
May 21, 2014 to Feb 13, 2026
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