iShares Short-Term California Muni Active ETF Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:0.75% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4838 | 3.08 | |
| 0.6426 | 2.76 | |
| 0.0000 | 0.00 | |
| -8.6942 | -2.80 | |
| 11.6102 | 2.46 | |
| -2.1135 | -0.61 | |
| -5.6559 | -1.45 | |
| 7.9586 | 2.50 |
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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