Xtrackers Harvest CSI 500 China A-Shares ETF GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.71% (-1.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0922 | 13.83 | |
| 0.0915 | 10.73 | |
| 0.8534 | 136.36 | |
| 0.0617 | 4.48 |
Estimation Period:
May 21, 2014 to Feb 13, 2026
May 21, 2014 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Xtrackers Harvest CSI 500 China A-Shares ETF Analyses
Other GJR-GARCH Analyses on ETFs