Xtrackers California Muni BD AGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:2.86% (+1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0004 | -1.82 | |
| 0.0232 | 26.36 | |
| 0.9793 | 1,130.87 | |
| -0.0282 | -0.32 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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