Xtrackers California Muni BD AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.44% (+0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0004 | -4.98 | |
| 0.0230 | 27.74 | |
| 0.9795 | 1,197.45 | |
| -0.0006 | -0.01 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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