Xtrackers California Muni BD GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:2.89% (+0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0971 | 5.96 | |
| 0.0594 | 95.59 | |
| 0.9990 | 5,581.01 | |
| 3.9044 | 131.68 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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