Xtrackers California Muni BD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:3.01% (-0.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1120 | 5.97 | |
| 0.0593 | 95.48 | |
| 0.9990 | 5,612.36 | |
| 3.9114 | 130.69 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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