Xtrackers California Muni BD APARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:11.58% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0483 | 5.66 | |
| 0.0730 | 17.78 | |
| 0.9270 | 187.35 | |
| 0.1265 | 2.35 | |
| 0.9164 | 9.83 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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