Dimensional CA Municipal BND GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:1.83% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0036 | 10.05 | |
| 0.3078 | 6.02 | |
| 0.6476 | 32.55 | |
| -0.1487 | -2.22 |
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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