Xtrackers Harvest CSI 500 China A-Shares ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.64% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4493 | 4.80 | |
| 0.1572 | 4.78 | |
| 0.7208 | 15.44 | |
| -1.3731 | -5.74 | |
| 2.1243 | 6.21 | |
| -1.2054 | -6.81 | |
| 0.6770 | 5.07 | |
| -0.2105 | -1.65 | |
| -0.0619 | -0.62 |
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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