Xtrackers Harvest CSI 500 China A-Shares ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:19.86% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1089 | 8.75 | |
| 0.5159 | 21.87 | |
| 0.2087 | 12.03 | |
| 0.0589 | 1.72 | |
| 0.0959 | 2.30 | |
| 0.8858 | 16.32 |
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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