Xtrackers California Muni BD MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:2.00% (-0.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 86 | ||
| 0.1145 | 13.66 | |
| 0.2024 | 11.11 | |
| 0.2392 | 13.12 | |
| 0.0000 | 0.00 | |
| 0.9643 | 5.81 | |
| 0.0357 | 2.25 |
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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