Dimensional CA Municipal BND EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.86% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| -0.6048 | -7.34 | |
| 0.4508 | 21.36 | |
| 0.8319 | 38.85 | |
| 0.0574 | 2.65 |
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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