Xtrackers California Muni BD GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:2.59% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0241 | 13.82 | |
| 0.9822 | 1,043.78 | |
| -0.0127 | -3.63 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Xtrackers California Muni BD Analyses
Other GJR-GARCH Analyses on ETFs