Dimensional CA Municipal BND Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:1.39% (-0.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6160 | 3.20 | |
| 0.1698 | 2.37 | |
| 0.5689 | 3.72 | |
| -6.0071 | -2.74 | |
| 10.2285 | 2.94 | |
| -8.3467 | -2.90 | |
| 6.1114 | 3.04 |
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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