iShares Short-Term California Muni Active ETF MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:0.04% (-0.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 26 | ||
| 0.8673 | 8,672,840.00 | |
| 0.0004 | 3,770.00 | |
| 0.2647 | 2,646,780.00 | |
| 2.4694 | 24,693,820.00 | |
| 0.0486 | 486,200.00 | |
| 0.3858 | 3,858,200.00 |
Estimation Period:
Jul 13, 2023 to Feb 6, 2026
Jul 13, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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