Xtrackers California Muni BD AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:4.35% (+2.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.0004 | -1.55 | |
| 0.0232 | 26.22 | |
| 0.9793 | 1,126.95 | |
| -0.0359 | -0.39 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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