Xtrackers California Muni BD GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:2.62% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.01 | |
| 0.0177 | 27.15 | |
| 0.9823 | 1,341.97 |
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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