Dimensional CA Municipal BND APARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:1.91% (+0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0058 | 3.04 | |
| 0.2340 | 17.00 | |
| 0.6706 | 34.87 | |
| -0.1392 | -3.94 | |
| 1.7104 | 12.24 |
Estimation Period:
Jun 27, 2023 to Feb 6, 2026
Jun 27, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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