Xtrackers California Muni BD EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:4.35% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0057 | 5.85 | |
| 0.0318 | 6.76 | |
| 0.9987 | 1,849.53 | |
| 0.0116 | 1.31 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Xtrackers California Muni BD Analyses
Other EGARCH Analyses on ETFs