Dimensional CA Municipal BND AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.76% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0020 | 10.83 | |
| 0.1723 | 12.37 | |
| 0.7672 | 66.90 | |
| 0.0210 | 2.64 |
Estimation Period:
Jun 27, 2023 to Feb 6, 2026
Jun 27, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Dimensional CA Municipal BND Analyses
Other AGARCH Analyses on ETFs