Xtrackers California Muni BD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6,617.22% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4659 | 14,658,710.00 | |
| 0.0271 | 270,950.00 | |
| 0.9729 | 9,729,050.00 | |
| -0.2925 | -2,924,990.00 | |
| 0.3492 | 3,492,420.00 | |
| -0.0843 | -842,830.00 | |
| 0.1216 | 1,215,860.00 | |
| -0.2337 | -2,336,540.00 | |
| 0.4548 | 4,547,750.00 | |
| -0.5904 | -5,903,550.00 |
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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