Skip to main content
V-Lab

Xtrackers California Muni BD Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.55% (+0.40%)
Analysis last updated: Monday, February 9, 2026 at 10:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Xtrackers California Muni BD SGARCH
paramt-stat
ω1.55364.67
α0.12645.63
β0.626811.26
γ1-0.0204-0.36
γ20.07791.01
γ3-0.0512-1.35
γ4-0.1608-4.19
γ50.35368.81
γ6-0.3331-6.65
γ70.17312.55
γ80.06980.58
γ9-0.7315-2.69
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts