Xtrackers California Muni BD GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:2.64% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.0241 | 13.79 | |
| 0.9822 | 1,047.17 | |
| -0.0127 | -3.65 |
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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