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	param	t-stat
$ω$	1.6283	3.56
$α$	0.0952	5.04
$β$	0.7948	23.30
$γ_{1}$	-0.0281	-0.36
$γ_{2}$	0.0917	0.90
$γ_{3}$	-0.0439	-0.64
$γ_{4}$	-0.1487	-1.98
$γ_{5}$	0.1879	2.56
$γ_{6}$	0.0296	0.36
$γ_{7}$	-0.2662	-3.57
$γ_{8}$	0.4133	4.74
$γ_{9}$	-0.4534	-5.52
$γ_{10}$	0.3162	7.87

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Xtrackers California Muni BD Zero Slope Spline-GARCH Volatility Analysis

Date Range:

News Impact Curve

Volatility Forecast

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