Xtrackers California Muni BD Asy. MEM Volatility Analysis
Inactive
Last recorded values (Friday, May 8th, 2026):
1 Day
11.94%
1 Week
13.19%
1 Month
17.23%
Analysis last updated: Friday, May 8, 2026 at 02:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0644 | 6.83 | |
| 0.1710 | 20.70 | |
| 0.8095 | 193.72 | |
| 0.0324 | 2.18 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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