Xtrackers California Muni BD EGARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:4.37% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 5.87 | |
| 0.0319 | 6.77 | |
| 0.9988 | 1,853.00 | |
| 0.0116 | 1.31 |
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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