Dimensional CA Municipal BND GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:1.72% (-0.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0260 | 4.57 | |
| 0.1248 | 8.55 | |
| 0.9255 | 49.68 | |
| 4.6577 | 3.06 |
Estimation Period:
Jun 27, 2023 to Feb 6, 2026
Jun 27, 2023 to Feb 6, 2026
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