Dimensional CA Municipal BND GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.86% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0029 | 9.43 | |
| 0.2129 | 14.38 | |
| 0.6989 | 43.42 |
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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