Xtrackers California Muni BD Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.55% (+0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5536 | 4.67 | |
| 0.1264 | 5.63 | |
| 0.6268 | 11.26 | |
| -0.0204 | -0.36 | |
| 0.0779 | 1.01 | |
| -0.0512 | -1.35 | |
| -0.1608 | -4.19 | |
| 0.3536 | 8.81 | |
| -0.3331 | -6.65 | |
| 0.1731 | 2.55 | |
| 0.0698 | 0.58 | |
| -0.7315 | -2.69 |
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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