Xtrackers Harvest CSI 500 China A-Shares ETF Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.45% (-1.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4497 | 4.81 | |
| 0.1572 | 4.91 | |
| 0.7206 | 15.71 | |
| -1.3693 | -5.73 | |
| 2.1131 | 6.18 | |
| -1.1780 | -6.63 | |
| 0.6041 | 4.25 | |
| -0.0317 | -0.17 | |
| -0.5221 | -1.38 |
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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