Xtrackers California Muni BD GJR-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, May 8th, 2026):
1 Day
3.34%
1 Week
3.34%
1 Month
3.36%
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 | |
|---|---|---|
| 0.0001 | 0.23 | |
| 0.0236 | 14.26 | |
| 0.9824 | 1,087.88 | |
| -0.0120 | -3.46 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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