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Xtrackers California Muni BD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:6,617.22% (0.00%)
Analysis last updated: Tuesday, February 10, 2026 at 10:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Xtrackers California Muni BD S0GARCH
paramt-stat
ω1.465914,658,710.00
α0.0271270,950.00
β0.97299,729,050.00
γ1-0.2925-2,924,990.00
γ20.34923,492,420.00
γ3-0.0843-842,830.00
γ40.12161,215,860.00
γ5-0.2337-2,336,540.00
γ60.45484,547,750.00
γ7-0.5904-5,903,550.00
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts