Xtrackers California Muni BD MF2-GARCH Volatility Analysis
Inactive
Last recorded values (Friday, May 8th, 2026):
1 Day
3.11%
1 Week
3.19%
1 Month
3.24%
Analysis last updated: Friday, May 8, 2026 at 02:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0255 | 5.15 | |
| 0.9872 | 298.89 | |
| -0.0255 | -7.65 | |
| 10.0000 | 0.66 | |
| 0.4097 | 0.67 | |
| 0.0000 | 0.00 |
Estimation Period:
Jan 2, 1990 to May 1, 2026
Jan 2, 1990 to May 1, 2026
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