Xtrackers California Muni BD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:3.10% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1438 | 6.00 | |
| 0.0593 | 95.40 | |
| 0.9990 | 5,644.07 | |
| 3.9112 | 130.88 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
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